A faster algorithm to estimate multiresolution densities

DOI10.1007/S00180-020-00952-WMaRDI QIDQ2203412zbMATH OpenOpenAlexWikidataFDO

Authors Federico Palacios-González, Rosa M. García-Fernández

Publication date 6 October 2020

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-020-00952-w

zbMATH Keywords

big-datacubic box splinedensity estimationFD algorithmmultiresolution analysis (MRA)multiresolution density estimation (MRDE)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Statistical aspects of big data and data science (62R07)

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Cited in

(3)

• An Optimal and Practical Cache-Oblivious Algorithm for Computing Multiresolution Rasters
• Multiresolution approximation and consistent estimation of a multivariate density function
• Smoothing level selection for density estimators based on the moments

Describes a project that uses

Uses Software

• SAS

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