A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator

DOI10.1080/10485252.2010.485200zbMath1359.62113OpenAlexW2014275474MaRDI QIDQ3021181

Max Sousa de Lima, Gregorio S. Atuncar

Publication date: 22 July 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2010.485200

zbMATH Keywords

loss functionkernel estimatorBayesian estimationsmoothing matrix

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items

Covariate balancing based on kernel density estimates for controlled experiments ⋮ Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation ⋮ A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density ⋮ 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 based on beta prime kernel ⋮ Performance evaluation and dimensioning of \(GI^X/M/c/N\) systems through kernel estimation ⋮ A Bayesian approach for nonparametric regression in the presence of correlated errors ⋮ Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function ⋮ Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data ⋮ Approximate inference of the bandwidth in multivariate kernel density estimation ⋮ Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions ⋮ Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data ⋮ Bayesian Approach in Nonparametric Count Regression with Binomial Kernel ⋮ Body tail adaptive kernel density estimation for nonnegative heavy-tailed data ⋮ Adaptive smoothing in associated kernel discrete functions estimation using Bayesian approach ⋮ Bayesian variance-stabilizing kernel density estimation using conjugate prior ⋮ Comparison study to bandwidth selection in binomial kernel estimation using Bayesian approaches ⋮ Nonparametric localized bandwidth selection for Kernel density estimation ⋮ Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )^d

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Bayesian approach to bandwidth selection for multivariate kernel density estimation
• Variable kernel density estimation
• Estimation of a covariance matrix using the reference prior
• Estimation of a multivariate density
• Cross-Validation of Multivariate Densities
• Plug-in bandwidth matrices for bivariate kernel density estimation
• Bayesian approach to the choice of smoothing parameter in kernel density estimation
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
• Bayes bandwidth selection in kernel density estimation with censored data

This page was built for publication: A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator