Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
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Publication:261030
DOI10.1007/s11222-014-9465-1zbMath1332.62170arXiv1310.2559OpenAlexW2161436850MaRDI QIDQ261030
Publication date: 22 March 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.2559
derivativequadratic formsHermite polynomialkernel estimator\(V\)-statisticsnormal densitysymmetrizer matrix
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Related Items (4)
Rejoinder on: ``Hybrid semiparametric Bayesian networks ⋮ FFT-based fast bandwidth selector for multivariate kernel density estimation ⋮ MLE of jointly constrained mean-covariance of multivariate normal distributions ⋮ Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
Uses Software
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