Tuning selection for two-scale kernel density estimators
From MaRDI portal
Publication:2095751
DOI10.1007/S00180-022-01196-6zbMATH Open1505.62437OpenAlexW4206900975MaRDI QIDQ2095751FDOQ2095751
Authors: Xinyang Yu, Cheng Wang, Zhongqing Yang, Binyan Jiang 
Publication date: 15 November 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-022-01196-6
Recommendations
Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variable kernel density estimation
- Multivariate k-nearest neighbor density estimates
- Introduction to nonparametric estimation
- The bootstrap and Edgeworth expansion
- A Nonparametric Estimate of a Multivariate Density Function
- Estimating time-varying networks
- A simple bias reduction method for density estimation
- Bias corrections for some asymmetric kernel estimators
- Generalized jackknifing and higher order kernels
- On bandwidth variation in kernel estimates. A square root law
- Improvement of Kernel Type Density Estimators
- Variable Kernel Estimates of Multivariate Densities
- On the bias of variable bandwidth curve estimators
- A bias corrected nonparametric regression estimator
- Dynamic linear discriminant analysis in high dimensional space
- On nonparametric regression with higher-order kernels
Uses Software
This page was built for publication: Tuning selection for two-scale kernel density estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2095751)
