Bandwidth selection for the transformation local likelihood estimator
The bandwidth is selected by a rule of thumb similar to bw_t.
bw_tll(udata, deg)
udata |
data. |
deg |
degree of the polynomial. |
The formula is
5 n^{-1 / (4q + 2)} \hat{Σ}^{1/2},
where \hat{Sigma} is empirical covariance matrix of the transformed
random vector and q = 1 for TLL1 and q = 2 for
TLL2.
A 2 x 2 bandwidth matrix.
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