Multivariate plug-in bandwidth selection
From MaRDI portal
Publication:1965948
zbMath0937.62055MaRDI QIDQ1965948
Publication date: 2 March 2000
Published in: Computational Statistics (Search for Journal in Brave)
Related Items
Covariate balancing based on kernel density estimates for controlled experiments, Full bandwidth matrix selectors for gradient kernel density estimate, Towards Bayesian experimental design for nonlinear models that require a large number of sampling times, Weighted empirical minimum distance estimators in linear errors-in-variables regression models, A study of the data augmentation strategy for stochastic differential equations, Nonparametric relative recursive regression, Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation, Computing confidence intervals for log-concave densities, Random average shifted histograms, Approximate maximum likelihood estimation of the autologistic model, Root n bandwidths selectors in multivariate kernel density estimation, HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE, A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Accuracy of binned kernel functional approximations, A data-adaptive method for estimating density level sets under shape conditions, Sensitivity analysis of efficiency and Malmquist productivity indices: an application to Spanish savings banks, Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions, BAYESIAN SELECTION OF LOCAL BANDWIDTH IN NON-HOMOGENEOUS POISSON PROCESS KERNEL ESTIMATORS FOR THE INTENSITY FUNCTION, Estimating parameters of mixtures of multivariate \(t\)-populations and application to classification of observations, FFT-based fast bandwidth selector for multivariate kernel density estimation, Bandwidth selection for kernel log-density estimation, An empirical likelihood-based CUSUM for on-line model change detection, Multivariate nonparametric resampling scheme for generation of daily weather variables, Non-parametric entropy estimators based on simple linear regression, Bandwidth matrix selectors for kernel regression, Adaptive manifold density estimation, Semiparametric estimation of a two-component mixture of linear regressions in which one component is known, Kernel density estimation via diffusion, A combined adaptive-mixtures/plug-in estimator of multivariate probability densities, Application of copulas to multivariate control charts, Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices, Nonparametric estimation of highest density regions for COVID-19, On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators, A Review on Modal Clustering, Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications, Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation, Testing ageing notions through percentiles of the residual life, Unnamed Item, Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model, A semiparametric and location-shift copula-based mixture model, Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function, Approximate inference of the bandwidth in multivariate kernel density estimation, Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions, Conditional density estimation using the local Gaussian correlation, The locally Gaussian density estimator for multivariate data, Time series clustering based on nonparametric multidimensional forecast densities, Nonparametric Estimation of Multivariate Mixtures, Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems, Rigorous Analysis for Efficient Statistically Accurate Algorithms for Solving Fokker--Planck Equations in Large Dimensions, Tail density estimation for exploratory data analysis using kernel methods, Direct Density Derivative Estimation, Inference for sparse and dense functional data with covariate adjustments, Parametric versus nonparametric tolerance regions in detection problems, Estimation of Poisson-Dirichlet parameters with monotone missing data, A Bayesian approach to bandwidth selection for multivariate kernel density estimation, Testing behavior of the reversed hazard rate, Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation, Data‐driven choice of the smoothing parametrization for kernel density estimators, Predicting missing values: a comparative study on non-parametric approaches for imputation, Asymptotics and optimal bandwidth for nonparametric estimation of density level sets, Nonparametric multivariate density estimation using mixtures, UNCONSTRAINED PILOT SELECTORS FOR SMOOTHED CROSS-VALIDATION, Bayesian test of normality versus a Dirichlet process mixture alternative, Outline analyses of the called strike zone in major league Baseball, Analytical expression for the integrated squared density partial derivative of a multivariate normal mixture distribution, Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions, Root \(n\) estimates of vectors of integrated density partial derivative functionals, Multivariate goodness-of-fit tests based on kernel density estimators, Kernel density regression, Consistent Smooth Bootstrap Kernel Intensity Estimation for Inhomogeneous Spatial Poisson Point Processes, Groupwise sufficient dimension reduction via conditional distance clustering, Optimal bandwidth matrices in functional principal component analysis of density functions, Relative error prediction for twice censored data, Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions, Feature significance for multivariate kernel density estimation, A screening-based gradient-enhanced Kriging modeling method for high-dimensional problems, Product-form estimators: exploiting independence to scale up Monte Carlo, Asymptotic properties of parallel Bayesian kernel density estimators, Estimation of densities and derivatives of densities with directional data., Adaptive estimation in the linear random coefficients model when regressors have limited variation, Nonparametric relative regression under random censorship model, Modelling persistence diagrams with planar point processes, and revealing topology with bagplots, Exploring efficiency differences over time in the Spanish banking industry, How many people participated in candlelight protests? Counting the size of a dynamic crowd, Improved inference for vaccine-induced immune responses via shape-constrained methods, Multivariate locally adaptive density estimation.
