Nonparametric density estimation for multivariate bounded data
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Publication:1036713
DOI10.1016/J.JSPI.2009.07.013zbMATH Open1178.62026OpenAlexW2144034880MaRDI QIDQ1036713FDOQ1036713
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
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asymptotic propertiesbandwidth selectionasymmetric kernelsleast squares cross-validationmultivariate boundary biasnonparametric multivariate density estimation
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)
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Cited In (40)
- On multivariate associated kernels to estimate general density functions
- Nearly Nonparametric Multivariate Density Estimates That Incorporate Marginal Parametric Density Information
- Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
- Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function
- Asymptotic properties of Dirichlet kernel density estimators
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- Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
- Adaptive density estimation on bounded domains
- Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
- Multidimensional nonparametric density estimates: minimax risk with random normalizing factor
- Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )d
- Estimating IBNR claim counts using different levels of data aggregation
- Bernstein copula characteristic function
- Automaton-ABC: a statistical method to estimate the probability of spatio-temporal properties for parametric Markov population models
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- Optimal plug-in estimators for multivariate distributions with conditionally independent components
- Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets
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- Multivariate density estimation from privatised data: universal consistency and minimax rates
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- Multivariate generalized Birnbaum—Saunders kernel density estimators
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