Nonparametric density estimation for multivariate bounded data

DOI10.1016/J.JSPI.2009.07.013MaRDI QIDQ1036713zbMATHOpenAlexFDO

Authors Taoufik Bouezmarni, Jeroen V. K. Rombouts

Publication date 13 November 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.07.013

zbMATH Keywords

asymptotic propertiesbandwidth selectionasymmetric kernelsleast squares cross-validationmultivariate boundary biasnonparametric multivariate density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cited in

(42)

• Bernstein copula characteristic function
• Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data
• Bayesian adaptive bandwidth selector for multivariate discrete kernel estimator
• Adaptive density estimation on bounded domains under mixing conditions
• Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data
• Generalized Birnbaum–Saunders kernel for hazard rate function estimation
• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
• Multidimensional nonparametric density estimates: minimax risk with random normalizing factor
• Nonparametric iterative estimation of multivariate binary density
• Adaptive density estimation on bounded domains
• A family of asymmetric kernels based on log-symmetric distributions
• Testing for symmetry and conditional symmetry using asymmetric kernels
• Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods
• Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets
• Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function
• A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
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Uses Software

• KernSmooth
• pyuvdata

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