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.