Kernel density estimation AMISE theory and n^{-1/5} bandwidth optimality are recovered under C^{1,1} regularity using weak second derivatives, with a generalized-curvature plug-in selector and multivariate extension also derived.
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Kernel Density Estimation under $C^{1,1}$ Regularity: AMISE, Weak Curvature, and Plug-in Bandwidths
Kernel density estimation AMISE theory and n^{-1/5} bandwidth optimality are recovered under C^{1,1} regularity using weak second derivatives, with a generalized-curvature plug-in selector and multivariate extension also derived.