Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation (Q1623470)

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Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation
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    Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation (English)
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    23 November 2018
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    bandwidth matrix selection
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    integrated squared error
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    inverse Wishart distribution
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    loss function
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    plug-in
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    smoothed cross-validation
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