The locally Gaussian density estimator for multivariate data
From MaRDI portal
Publication:1703839
DOI10.1007/s11222-016-9706-6zbMath1384.62128OpenAlexW2528542283MaRDI QIDQ1703839
Publication date: 7 March 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-016-9706-6
Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)
Related Items (5)
Nonlinear Spectral Analysis: A Local Gaussian Approach ⋮ Conditional density estimation using the local Gaussian correlation ⋮ Pairwise local Fisher and naive Bayes: improving two standard discriminants ⋮ Statistical dependence: beyond Pearson's \(\rho\) ⋮ Some notes on nonlinear cointegration: A partial review with some novel perspectives
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Pair-copula constructions of multiple dependence
- Probit transformation for kernel density estimation on the unit interval
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Bias and bandwidth for local likelihood density estimation
- Probit transformation for nonparametric kernel estimation of the copula density
- Local Gaussian correlation: a new measure of dependence
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
- Large-sample inference for log-spline models
- On the covariance of the asymptotic empirical copula process
- An asymptotically optimal window selection rule for kernel density estimates
- On Kullback-Leibler loss and density estimation
- Multivariate density estimation with general flat-top kernels of infinite order
- Bias reduction in kernel density estimation by smoothed empirical transformations
- Local likelihood density estimation
- Locally parametric nonparametric density estimation
- Polynomial splines and their tensor products in extended linear modeling. (With discussions)
- Vines -- a new graphical model for dependent random variables.
- Theory of statistics
- Nonparametric density estimation with a parametric start
- Multivariate plug-in bandwidth selection
- Copulas: Tales and facts (with discussion)
- Recognizing and visualizing copulas: an approach using local Gaussian approximation
- Uniform Convergence in Probability and Stochastic Equicontinuity
- Transformations in Density Estimation
- Asymptotic Statistics
- NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
- The Skew-normal Distribution and Related Multivariate Families*
- On Estimation of a Probability Density Function and Mode
This page was built for publication: The locally Gaussian density estimator for multivariate data