Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
From MaRDI portal
Publication:3942224
DOI10.2307/2347084zbMath0483.62032OpenAlexW2800501357MaRDI QIDQ3942224
Publication date: 1982
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347084
Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric estimation (62G05) Numerical methods for trigonometric approximation and interpolation (65T40) Probabilistic methods, stochastic differential equations (65C99)
Related Items (48)
Multi-dimensional functional principal component analysis ⋮ Accuracy of binned kernel functional approximations ⋮ A continuous Gaussian approximation to a nonparametric regression in two dimensions ⋮ A geometric approach to non-parametric density estimation ⋮ Contingent claims valuation when the security price is a combination of an Itō process and a random point process ⋮ First- and Second-Order Characteristics of Spatio-Temporal Point Processes on Linear Networks ⋮ An Efficient Algorithm for the Least-Squares Cross-Validation with Symmetric and Polynomial Kernels ⋮ FFT-based fast bandwidth selector for multivariate kernel density estimation ⋮ Fast and accurate computation for kernel estimators ⋮ Bias reduction of maximum likelihood estimators using kernel estimators ⋮ Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities ⋮ Testing multivariate normality by simulation ⋮ An Efficient Algorithm for the Least-Squares Cross-Validation with Symmetric and Polynomial Kernels ⋮ An independent component analysis algorithm through solving gradient equation combined with kernel density estimation ⋮ Fast Kernel Smoothing of Point Patterns on a Large Network using Two‐dimensional Convolution ⋮ A practical guide to the probability density approximation (PDA) with improved implementation and error characterization ⋮ On bin–based density estimation ⋮ Stochastic distance transform: theory, algorithms and applications ⋮ Fast computation of spatially adaptive kernel estimates ⋮ Noisy independent factor analysis model for density estimation and classification ⋮ Probabilistic-statistical programs from ``Applied Statistics ⋮ A comparison of two statistics for detecting clustering in one dimension ⋮ On the discretisation error in the computation of the empirical characteristic function ⋮ The accuracy and the computational complexity of a multivariate binned kernel density estima\-tor. ⋮ A parallel solver for generalised additive models ⋮ Fast and simple scatterplot smoothing ⋮ Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library ⋮ Kernel estimation with cross-validation using the fast Fourier transform ⋮ Graphics processing units in acceleration of bandwidth selection for kernel density estimation ⋮ Modelling \((s,Q)\) inventory systems: Parametric versus non-parametric approximations for the lead time demand distribution ⋮ Binned goodness-of-fit tests based on the empirical characteristic function ⋮ Supervised Dimension Reduction of Intrinsically Low-Dimensional Data ⋮ Simulations and computations of nonparametric density estimates for the deconvolution problem ⋮ Maximum likelihood method for bandwidth selection in kernel conditional density estimate ⋮ Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance ⋮ Symmetric maximum kernel likelihood estimation ⋮ Density estimation for data with rounding errors ⋮ Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating ⋮ AS 176 ⋮ A note on prediction via estimation of the conditional mode function ⋮ Diffusion smoothing for spatial point patterns ⋮ On the errors involved in computing the empirical characteristic function ⋮ A consistent nonparametric test for serial independence ⋮ An optimal local bandwidth selector for kernel density estimation ⋮ Robust sparse kernel density estimation by inducing randomness ⋮ On graphing estimated distributions using modified scatter diagrams ⋮ Fast nonparametric estimation for convolutions of densities ⋮ Multivariate locally adaptive density estimation.
This page was built for publication: Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
