Variable kernel density estimation
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Publication:1206705
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Cited in
(only showing first 100 items - show all)- Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating
- Uniform asymptotics for kernel density estimators with variable bandwidths
- Asymptotic normality of an adaptive kernel density estimator for finite mixture models
- Alternating kernel and mixture density estimates.
- Variable bandwidth kernel density estimation for censored data
- Nonparametric uncertainty quantification for stochastic gradient flows
- Pointwise improvement of multivariate kernel density estimates.
- Smooth estimation of multivariate survival and density functions
- On bandwidth selection using minimal spanning tree for kernel density estimation
- Large sample results for varying kernel regression estimates
- On the effect of estimating the error density in nonparametric deconvolution
- Central limit theorem for the variable bandwidth kernel density estimators
- scientific article; zbMATH DE number 7408882 (Why is no real title available?)
- Emulators for stochastic simulation codes
- Local multiplicative bias correction for asymmetric kernel density estimators
- Numerical results concerning a sharp adaptive density estimator
- Variable window width kernel estimates of probability densities
- A variable bandwidth selector in multivariate kernel density estimation
- What do we hear from a drum? A data-consistent approach to quantifying irreducible uncertainty on model inputs by extracting information from correlated model output data
- Asymptotic bias and variance for a general class of varying bandwidth density estimators
- A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension
- Reducing the mean squared error in kernel density estimation
- Generalized kernel density estimator
- Computational strategy for the crash design analysis using an uncertain computational mechanical model
- BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS
- scientific article; zbMATH DE number 1552501 (Why is no real title available?)
- Optimal \(L_{1}\) bandwidth selection for variable kernel density estimates
- A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator
- On global properties of variable bandwidth density estimators
- Combining push-forward measures and Bayes' rule to construct consistent solutions to stochastic inverse problems
- Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
- Variable bandwidth diffusion kernels
- Reducing bias in curve estimation by use of weights.
- Robust Bayesian synthetic likelihood via a semi-parametric approach
- Diffusion maps-aided neural networks for the solution of parametrized PDEs
- Convergence of probability densities using approximate models for forward and inverse problems in uncertainty quantification
- Poisson shot noise removal by an oracular non-local algorithm
- A locally adaptive transformation method of boundary correction in kernel density estimation
- Semiparametric modeling: correcting low-dimensional model error in parametric models
- Kernel density estimation via diffusion
- scientific article; zbMATH DE number 7083736 (Why is no real title available?)
- KNN-kernel density-based clustering for high-dimensional multivariate data
- An assessment of finite sample performance of adaptive methods in density estimation
- Improved variable window kernel estimates of probability densities
- The generalized cross entropy method, with applications to probability density estimation
- On some properties of weighted averaging with variable weights
- A note on density mode estimation
- Probabilistic constrained optimization on flow networks
- Mode testing via higher-order density estimation
- ASKIT: an efficient, parallel library for high-dimensional kernel summations
- Statistical estimation of a mixture of Gaussian distributions
- Error process indexed by bandwidth matrices in multivariate local linear smoothing
- Pointwise universal consistency of nonparametric density estimators
- Density estimation by randomized quasi-Monte Carlo
- On the risk of estimates for block decreasing densities
- Reweighted kernel density estimation
- A note on bias reduction in variable‐kernel density estimates
- Resampled quantile functions for error estimation and a relationship to density estimation.
- Multivariate locally adaptive density estimation.
- Fast computation of spatially adaptive kernel estimates
- Error analysis for general multtvariate kernel estimators
- Universal consistency of delta estimators
- A new Poisson noise filter based on weights optimization
- Spectral analysis of weighted Laplacians arising in data clustering
- Tuning selection for two-scale kernel density estimators
- Adaptive deep density approximation for fractional Fokker-Planck equations
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- Learning quantities of interest from dynamical systems for observation-consistent inversion
- Nonparametric construction of probability maps under local stationarity
- Semi-supervised inference for nonparametric logistic regression
- Using small bias nonparametric density estimators for confidence interval estimation
- Spline local basis methods for nonparametric density estimation
- Validating protein structure using kernel density estimates
- Spatially smoothed kernel densities with application to crop yield distributions
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
- Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and quantiles of kernel density estimates
- scientific article; zbMATH DE number 2096889 (Why is no real title available?)
- Noise-free sampling algorithms via regularized Wasserstein proximals
- Accelerated basis adaptation in homogeneous chaos spaces
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
- Compressed principal component analysis of non-Gaussian vectors
- Rates of convergence of an adaptive kernel density estimator for finite mixture models
- Rayleigh projection depth
- Variable bandwidth kernel regression estimation
- Graph-theoretic algorithms for Kolmogorov operators: approximating solutions and their gradients in elliptic and parabolic problems on manifolds
- Using pseudometrics in kernel density estimation
- Robust aggregation of compositional and interval-valued data: the mode on the unit simplex
- Canonical dependency analysis using a bias-corrected \(\chi^2\) statistics matrix
- From basic to reduced bias kernel density estimators: links via taylor series approximations
- Robust defibrillator deployment under cardiac arrest location uncertainty via row-and-column generation
- Diffusion smoothing for spatial point patterns
- DENSITY ESTIMATION USING POLYNOMIAL FOR COMPLETE AND RIGHT CENSORED SAMPLES
- Design‐based properties of the nearest neighbor spatial interpolator and its bootstrap mean squared error estimator
- A doubly robustified estimating function for ARCH time series models
- On multivariate smoothed bootstrap consistency
- The Buckley-James estimator and induced smoothing
- Modality-Constrained Density Estimation via Deformable Templates
- Adaptive smoothing in kernel discriminant analysis
- Self-adaptive density estimation of particle data
- Finite sample properties of an adaptive density estimator
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