Efficient on-line nonparametric kernel density estimation

DOI10.1007/PL00009282MaRDI QIDQ1818274zbMATH OpenFDO

Authors C. G. Lambert, S. E. Harrington, C. R. Harvey, A. Glodjo

Publication date 4 January 2000

Published in Algorithmica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/PL00009282

zbMATH Keywords

computational financenonparametric density estimation

Mathematics Subject Classification ID

Nonnumerical algorithms (68W05)

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Cited in

(10)

• Online estimation of discrete, continuous, and conditional joint densities using classifier chains
• Multivariate online kernel density estimation with Gaussian kernels
• An incremental kernel density estimator for data stream computation
• Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating
• scientific article; zbMATH DE number 5633833 (Why is no real title available?)
• On the efficiency of on-line density estimators
• On recursive Bayesian predictive distributions
• On the efficiency of online approach to nonparametric smoothing of big data
• On-line density estimators with high efficiency
• Robust kernel estimator for densities of unknown smoothness

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