Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
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Publication:425687
DOI10.1016/j.csda.2011.09.022zbMath1239.62037OpenAlexW2049147256MaRDI QIDQ425687
D. S. Poskitt, Xibin Zhang, Shuowen Hu
Publication date: 8 June 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.09.022
Density estimation (62G07) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Monte Carlo methods (65C05)
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