Specify band width for kernel PDF

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Marc Laub
Marc Laub on 2 Dec 2020
I'm wondering if there is a possibilty to use the improves Sheater Jones algorythm for optimal bandwith in multimodal distribution when trying to fit them with a kernel-pdf.
Reading the documentary the default value is optimal for normal distributions, so it should be the silvermans rule of thump that is buidl in here.
Does somebody know a customized fuction that does support kernel pdf with sheater jones, or is Mathworks planning to implement it or do I have to do it on my own?
Best regards

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