Multivariate plug-in bandwidth selection (Q1965948)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate plug-in bandwidth selection |
scientific article |
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Multivariate plug-in bandwidth selection (English)
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2 March 2000
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The paper deals with multivariate extensions of plug-in bandwidth selection strategies for multivariate kernel density estimation. The relevant theory for multivariate kernel density estimation is given. Theoretical backup for the proposed selection procedure and convergence rates to the optimum are obtained. Simulation studies and real data examples are presented.
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bandwidth matrix
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kernel estimators
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