2 dimenstion Kernel density Estimation with Sheater Jones bandwidth for each variable.
Also the Sheater Jones bandwidth selection
method will work for the univariate.
Taesam Lee (2020). Kernel density Estimation of 2 Dim with SJ bandwidth (https://www.mathworks.com/matlabcentral/fileexchange/10921-kernel-density-estimation-of-2-dim-with-sj-bandwidth), MATLAB Central File Exchange. Retrieved .
An example for how it works would have been useful
Easy to use, but very inefficient for large data sets.
easy to use, thanks
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