KDEMultivariate.loo_likelihood(bw, func=<function KDEMultivariate.<lambda>>)
[source]
Returns the leave-one-out likelihood function.
The leave-one-out likelihood function for the unconditional KDE.
Parameters: |
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The leave-one-out kernel estimator of \(f_{-i}\) is:
where \(K_{h}\) represents the generalized product kernel estimator:
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.nonparametric.kernel_density.KDEMultivariate.loo_likelihood.html