Computing the ICV rescaling constant defined by expression (3) of Savchuk, Hart, and Sheather (2010).
Usage
C_ICV(alpha, sigma)
Arguments
alpha
first parameter of the selection kernel,
sigma
second parameter of the selection kernel.
Value
The ICV rescaling constant $C$.
Details
Calculation of the ICV rescaling constant $C$ defined by (3) in Savchuk, Hart, and Sheather (2010). The constant is a function of the parameters $(\alpha,\sigma)$ of the selection kernel L_ICV defined by expression (4) in the same article. The Gaussian kernel is to be used for computing the ultimate density estimate.
References
Savchuk, O.Y., Hart, J.D., Sheather, S.J. (2010). Indirect cross-validation for density estimation. Journal of the American Statistical Association, 105(489), 415-423.