A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator

DOI10.1080/10485252.2010.485200zbMath1359.62113MaRDI QIDQ3021181

Max Sousa de Lima, Gregorio S. Atuncar

Publication date: 22 July 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2010.485200

zbMATH Keywords

loss function; kernel estimator; Bayesian estimation; smoothing matrix

Mathematics Subject Classification ID

62G07: Density estimation

62G05: Nonparametric estimation

62F15: Bayesian inference

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