Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
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Publication:619156
DOI10.1007/s11749-009-0168-4zbMath1203.62054MaRDI QIDQ619156
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
plug-in method; asymptotic MISE; multivariate kernel density estimation; pre-sphering; unconstrained bandwidth selectors
62G07: Density estimation
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
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