Why bandwidth selectors tend to choose smaller bandwidths, and a remedy (Q3034682)

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Why bandwidth selectors tend to choose smaller bandwidths, and a remedy
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    Why bandwidth selectors tend to choose smaller bandwidths, and a remedy (English)
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    1990
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    Fourier transform
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    kernel estimate
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    periodogram
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    automatic data-driven bandwidth selectors
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    nonparametric regression
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    large sample variation
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    bandwidth estimates
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    simulation study
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