Nonparametric density estimation for multivariate bounded data

DOI10.1016/J.JSPI.2009.07.013zbMath1178.62026OpenAlexW2144034880MaRDI QIDQ1036713

Taoufik Bouezmarni, Jeroen V. K. Rombouts

Publication date: 13 November 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.07.013

zbMATH Keywords

asymptotic propertiesbandwidth selectionasymmetric kernelsleast squares cross-validationmultivariate boundary biasnonparametric multivariate density estimation

Mathematics Subject Classification ID

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

Related Items (28)

Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model ⋮ Nonparametric kernel density estimation near the boundary ⋮ Bayesian selector of adaptive bandwidth for gamma kernel density estimator on [0,∞): simulations and applications ⋮ Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions ⋮ Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods ⋮ Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels ⋮ Adaptive density estimation on bounded domains under mixing conditions ⋮ Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data ⋮ Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function ⋮ Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data ⋮ Generalized Birnbaum–Saunders kernel for hazard rate function estimation ⋮ Minimax properties of Dirichlet kernel density estimators ⋮ Automaton-ABC: a statistical method to estimate the probability of spatio-temporal properties for parametric Markov population models ⋮ Multivariate generalized Birnbaum—Saunders kernel density estimators ⋮ Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator ⋮ On multivariate associated kernels to estimate general density functions ⋮ Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas ⋮ Towards a better understanding of the dual representation of phi divergences ⋮ Adaptive density estimation on bounded domains ⋮ Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions ⋮ Asymptotic properties of Dirichlet kernel density estimators ⋮ Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data ⋮ Optimal plug-in estimators for multivariate distributions with conditionally independent components ⋮ Effects of associated kernels in nonparametric multiple regressions ⋮ A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications ⋮ Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )^d ⋮ Estimating IBNR claim counts using different levels of data aggregation ⋮ Testing for symmetry and conditional symmetry using asymmetric kernels

Uses Software

• KernSmooth
• pyuvdata

Cites Work

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