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