Perform the estimation of the variance \(Var(X_{s}X_{t)}\).

This function performs an estimation of the variance \(Var(X_{s}X_{t)}\) used for the estimation of the bandwidth for a univariate kernel regression estimator defined over continuous domains data.

estimate_crossvar(curves_smooth_s, curves_smooth_t)

Arguments

curves_smooth_s

List, smoothing of the curves at point \(s\) and resulting from the presmoothing function.

curves_smooth_t

List, smoothing of the curves at point \(t\) and resulting from the presmoothing function.

Value

Numeric, estimation of \(Var(X_{s}X_{t)}\).

References

Golovkine S., Klutchnikoff N., Patilea V. (2021) - Adaptive estimation of irregular mean and covariance functions.