DOF_norm {QuadratiK} | R Documentation |
Degrees of freedom (DOF) for the Normal kernel
Description
Compute the Degrees of Freedom (DOF) of the normal Kernel centered with respect to the standard normal distribution, given the dimension d and the bandwidth parameter h.
Usage
DOF_norm(Sigma_h, V)
Arguments
Sigma_h |
covariance matrix of the gaussian kernel |
V |
Covariance matrix of the tested distribution G |
Value
a list containing the DOF and the coefficient c of the asymptotic distribution
[Package QuadratiK version 1.1.1 Index]