Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method

DOI10.1016/J.CSDA.2014.06.002zbMath1506.62142OpenAlexW2062739523WikidataQ58313115 ScholiaQ58313115MaRDI QIDQ1623676

Todd D. Ringler, William D. Collins, Sara A. Rauscher, Travis A. O'Brien

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.2014.06.002

zbMATH Keywords

histogramempirical characteristic functionkernel density estimationnonuniform FFTECFnuFFT

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Numerical methods for discrete and fast Fourier transforms (65T50)

Related Items (3)

A fast and objective multidimensional kernel density estimation method: fastKDE ⋮ Quantifying the closeness to a set of random curves via the mean marginal likelihood ⋮ TCMI: a non-parametric mutual-dependence estimator for multivariate continuous distributions

Uses Software

• KernSmooth
• CAM3

Cites Work

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