Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density

DOI10.1007/S11222-014-9465-1zbMath1332.62170arXiv1310.2559OpenAlexW2161436850MaRDI QIDQ261030

José E. Chacón, Tarn Duong

Publication date: 22 March 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.2559

zbMATH Keywords

derivativequadratic formsHermite polynomialkernel estimator\(V\)-statisticsnormal densitysymmetrizer matrix

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Matrix equations and identities (15A24) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

Rejoinder on: ``Hybrid semiparametric Bayesian networks ⋮ FFT-based fast bandwidth selector for multivariate kernel density estimation ⋮ MLE of jointly constrained mean-covariance of multivariate normal distributions ⋮ Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting

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