Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation

DOI10.1016/j.csda.2014.02.002zbMath1506.62212OpenAlexW2081287822MaRDI QIDQ1623470

Célestin C. Kokonendji, Nabil Zougab, Smail Adjabi

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.02.002

zbMATH Keywords

plug-inloss functionsmoothed cross-validationintegrated squared errorinverse Wishart distributionbandwidth matrix selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

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Uses Software

• R
• pyuvdata

Cites Work

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