Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
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(50)- Contingent claims valuation when the security price is a combination of an Itō process and a random point process
- Kernel estimation with cross-validation using the fast Fourier transform
- Modelling \((s,Q)\) inventory systems: Parametric versus non-parametric approximations for the lead time demand distribution
- A consistent nonparametric test for serial independence
- An optimal local bandwidth selector for kernel density estimation
- Accuracy of binned kernel functional approximations
- Multivariate locally adaptive density estimation.
- FFT-based fast bandwidth selector for multivariate kernel density estimation
- Fast and accurate computation for kernel estimators
- Fast computation of spatially adaptive kernel estimates
- Binned goodness-of-fit tests based on the empirical characteristic function
- Density estimation for data with rounding errors
- A note on prediction via estimation of the conditional mode function
- Noisy independent factor analysis model for density estimation and classification
- The accuracy and the computational complexity of a multivariate binned kernel density estima\-tor.
- A parallel solver for generalised additive models
- Diffusion smoothing for spatial point patterns
- Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities
- Stochastic distance transform: theory, algorithms and applications
- Maximum likelihood method for bandwidth selection in kernel conditional density estimate
- Robust sparse kernel density estimation by inducing randomness
- Multi-dimensional functional principal component analysis
- Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
- Supervised dimension reduction of intrinsically low-dimensional data
- Fast nonparametric estimation for convolutions of densities
- Symmetric maximum kernel likelihood estimation
- Bias reduction of maximum likelihood estimators using kernel estimators
- Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating
- Testing multivariate normality by simulation
- AS 176
- An Efficient Algorithm for the Least-Squares Cross-Validation with Symmetric and Polynomial Kernels
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- On the discretisation error in the computation of the empirical characteristic function
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- First- and Second-Order Characteristics of Spatio-Temporal Point Processes on Linear Networks
- Graphics processing units in acceleration of bandwidth selection for kernel density estimation
- Simulations and computations of nonparametric density estimates for the deconvolution problem
- An Efficient Algorithm for the Least-Squares Cross-Validation with Symmetric and Polynomial Kernels
- Fast Kernel Smoothing of Point Patterns on a Large Network using Two‐dimensional Convolution
- An independent component analysis algorithm through solving gradient equation combined with kernel density estimation
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- The impact of \textsf{R} on statistical science for spatial point processes
- On graphing estimated distributions using modified scatter diagrams
- A continuous Gaussian approximation to a nonparametric regression in two dimensions
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- A practical guide to the probability density approximation (PDA) with improved implementation and error characterization
- Probabilistic-statistical programs from ``Applied Statistics
- Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library
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