6.5.6.2.10.2.5. statsmodels.sandbox.nonparametric.kernels.Uniform.normal_reference_constant¶
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Uniform.
normal_reference_constant
¶ Constant used for silverman normal reference asymtotic bandwidth calculation.
C = 2((pi^(1/2)*(nu!)^3 R(k))/(2nu(2nu)!kap_nu(k)^2))^(1/(2nu+1)) nu = kernel order kap_nu = nu’th moment of kernel R = kernel roughness (square of L^2 norm)
Note: L2Norm property returns square of norm.