Analytical expression for the integrated squared density partial derivative of a multivariate normal mixture distribution

DOI10.1080/00949655.2018.1485152OpenAlexW2808289745MaRDI QIDQ4960717

Min-Hsiao Tsai

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1485152

zbMATH Keywords

numerical integrationcomputation timemultivariate normal mixture modelintegrated squared density partial derivative

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• Maple
• Matlab
• pyuvdata

Cites Work

• Unnamed Item
• A Mathematical Theory of Communication
• Bayesian modeling of joint and conditional distributions
• Root \(n\) estimates of vectors of integrated density partial derivative functionals
• Bayesian nonparametrics
• Multivariate plug-in bandwidth selection
• Expectation of quadratic forms in normal and nonnormal variables with applications
• The topography of multivariate normal mixtures
• Asymptotics for general multivariate kernel density derivative estimators
• On Deriving the Inverse of a Sum of Matrices
• Plug-in bandwidth matrices for bivariate kernel density estimation

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