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A review and some new proposals for bandwidth selection in nonparametric density estimation for dependent data. (English) Zbl 1383.62095

Ferger, Dietmar (ed.) et al., From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer (ISBN 978-3-319-50985-3/hbk; 978-3-319-50986-0/ebook). 173-208 (2017).
MSC:  62G07 62G09
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