bw_mr: Bandwidth selection for the mirror-reflection estimator
Description
The bandwidth is selected by minimizing the MISE using the Frank copula as
the reference family. The copula parameter is set by inversion of Kendall's
tau. See Nagler (2014) for details.
Usage
bw_mr(udata)
Arguments
udata
data.
Value
A scalar bandwidth parameter.
Details
To speed things up, optimal bandwidths have been pre-calculated on a grid of
tau values.