Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
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Cites work
- scientific article; zbMATH DE number 3789676 (Why is no real title available?)
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- Biased and Unbiased Cross-Validation in Density Estimation
- Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
- Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
- Cross-Validation of Multivariate Densities
- Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
- Data‐driven choice of the smoothing parametrization for kernel density estimators
- Error analysis for general multtvariate kernel estimators
- Estimation of integrated squared density derivatives
- Expectations of products of quadratic forms in normal variables
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution
- Matrix algebra for higher order moments
- Multivariate plug-in bandwidth selection
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Remarks on Some Nonparametric Estimates of a Density Function
- Smoothed cross-validation
- The Elimination Matrix: Some Lemmas and Applications
- The d-variate vector Hermite polynomial of order k
- The direct product permuting matrices
- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
Cited in
(48)- Bandwidth selectors for multivariate kernel density estimation
- On multivariate associated kernels to estimate general density functions
- Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
- A new selection criterion for statistical home range estimation
- Goodness-of-fit test for point processes first-order intensity
- On nonparametric density estimation for multivariate linear long-memory processes
- Robust estimation of the causal effect of time-varying neighborhood factors on health outcomes
- Integral estimation based on Markovian design
- Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
- A Review on Modal Clustering
- Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation
- Multivariate plug-in bandwidth selection
- A binomial model for the kernel density estimator and related inference
- Pointwise adaptive estimation of a multivariate density under independence hypothesis
- Full bandwidth matrix selectors for gradient kernel density estimate
- Multivariate goodness-of-fit tests based on kernel density estimators
- Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences
- Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
- Interval Estimation for the “Net Promoter Score”
- Estimation of the average number of continuous crossings for non-stationary non-diffusion processes
- Adaptive manifold density estimation
- Root n estimates of vectors of integrated density partial derivative functionals
- Asymptotics and optimal bandwidth for nonparametric estimation of density level sets
- Visual contrast preserving representation of high dynamic range mathematical functions
- Visualization and Bandwidth Matrix Choice
- On bandwidth selection using minimal spanning tree for kernel density estimation
- Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions
- Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Unconstrained pilot selectors for smoothed cross-validation
- \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis
- HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE
- Multivariate locally adaptive kernel density estimation
- Bandwidth selection in kernel density estimation for interval-grouped data
- Tail density estimation for exploratory data analysis using kernel methods
- Nonparametric ridge estimation
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Assessing clustering methods using Shannon's entropy
- Nonparametric construction of multivariate kernels
- Ridge-based method for finding curvilinear structures from noisy data
- Direct density derivative estimation
- Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation
- Nonparametric semi-supervised classification with application to signal detection in high energy physics
- Estimation of density functionals via cross-validation
- Conditional density estimation using the local Gaussian correlation
- Testing similarity between first-order intensities of spatial point processes. A comparative study
- FFT-based fast bandwidth selector for multivariate kernel density estimation
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