“…Estimate the conditional density functions, f X|Y=l ( l = 1,2,..., L ), by the following smooth and symmetric kernel based estimators, where K( · ) is the Gaussian kernel function, h l is a smoothing parameter standing for bandwidth, is the sample median of X given Y = l . We proceed bandwidth selection as follows:
- Following Sen et al's (2010) rule of thumb, we start with an initial bandwidth, , with , where s and IQR are the sample standard deviation and inter-quartile of .
- We evaluate a sequence of candidate bandwidth values in the neighborhood of h 0 , say h 0 –0.1, h 0 –0.05, h 0 , h 0 +.05, h 0 + 0.1, based on the integrated least square cross-validation criterion (Sheather, 2004),
…”