Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices

DOI10.1007/s11749-009-0168-4zbMath1203.62054OpenAlexW2162543061MaRDI QIDQ619156

Tarn Duong, José E. Chacón

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-009-0168-4

zbMATH Keywords

plug-in methodasymptotic MISEmultivariate kernel density estimationpre-spheringunconstrained bandwidth selectors

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

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Uses Software

• KernSmooth
• ks
• pyuvdata

Cites Work

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