Determining the number of effective parameters in kernel density estimation

DOI10.1016/J.CSDA.2019.106843MaRDI QIDQ2008139zbMATH OpenOpenAlexWikidataFDO

Authors Nadine McCloud, Christopher F. Parmeter

Publication date 22 November 2019

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

Full work available at URL https://doi.org/10.1016/j.csda.2019.106843

zbMATH Keywords

degrees of freedomhat matrixmatrix tracenonparametric density estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Kernel Density-Based Linear Regression Estimate
• Local nonlinear least squares: using parametric information in nonparametric regression
• Locally parametric nonparametric density estimation
• Multivariate binary discrimination by the kernel method
• Nonparametric density estimation with a parametric start
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• Nonparametric estimation of distributions with categorical and continuous data
• On almost sure convergence of conditional empirical distribution functions
• Root-\(n\) consistent kernel density estimation in practice
• Uniform convergence rate of kernel estimation with mixed categorical and continuous data
• Using specially designed exponential families for density estimation

Cited in

(9)

• Calculating degrees of freedom in multivariate local polynomial regression
• Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
• The truth about the effective dimension
• Nonparametric density estimation with nonuniform B-spline bases
• Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model
• The effective number of parameters in kernel density estimation
• Unbalanced longitudinal data clustering with a copula kernel mixture model
• Balanced longitudinal data clustering with a copula kernel mixture model
• Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method

Describes a project that uses

Uses Software

• np

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