kernel density estimation, bandwidth selection, two-dimensional scale parameter can be estimated ,for the multi-dimensional approaches are still under development, multi-dimensional cases, personal experience is to do the experiment many times

Fast optimal bandwidth selection for kernel density estimation
..............................................................\Fast optimal bandwidth selection for kernel density estimation.pdf
..............................................................\optimal_bw_dll
..............................................................\..............\example.m
..............................................................\..............\FastUnivariateDensityDerivative.dll
..............................................................\..............\FastUnivariateDensityDerivative.m
..............................................................\..............\fast_h_function.m
..............................................................\..............\fast_univariate_bandwidth_estimate_STEPI.m
..............................................................\..............\h_function.m
..............................................................\..............\lgpl.txt
..............................................................\..............\marron_wand_normal_mixtures.m
..............................................................\..............\slow_univariate_bandwidth_estimate_STEPI.m
..............................................................\..............\UnivariateDensityDerivative.dll
..............................................................\..............\UnivariateDensityDerivative.m
..............................................................\source_code
..............................................................\...........\FastUnivariateDensityDerivative
..............................................................\...........\...............................\FastUnivariateDensityDerivative.dll
..............................................................\...........\...............................\FastUnivariateDensityDerivative.m
..............................................................\...........\...............................\FastUnivariateDensityDerivative_matlab_driver.m
..............................................................\...........\...............................\mexmain.cpp
..............................................................\...........\...............................\UnivariateDensityDerivative.cpp
..............................................................\...........\...............................\UnivariateDensityDerivative.dll
..............................................................\...........\...............................\UnivariateDensityDerivative.h
..............................................................\...........\lgpl.txt
..............................................................\...........\UnivariateDensityDerivative
..............................................................\...........\...........................\mexmain.cpp
..............................................................\...........\...........................\UnivariateDensityDerivative.cpp
..............................................................\...........\...........................\UnivariateDensityDerivative.dll
..............................................................\...........\...........................\UnivariateDensityDerivative.h
..............................................................\...........\...........................\UnivariateDensityDerivative.m
..............................................................\...........\...........................\UnivariateDensityDerivative_matlab_driver.m

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