property QuadraticSpectral.opt_bandwidth

Estimate optimal bandwidth.

Returns

The estimated optimal bandwidth.

Return type

float

Notes

Computed as

$\hat{b}_T = c_k \left[\hat{\alpha}\left(q\right) T \right]^{\frac{1}{2q+1}}$

where $$c_k$$ is a kernel-dependent constant, T is the sample size, q determines the optimal bandwidth rate for the kernel.