Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
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(83)- Covariate balancing based on kernel density estimates for controlled experiments
- On multivariate associated kernels to estimate general density functions
- A combined adaptive-mixtures/plug-in estimator of multivariate probability densities
- The explicit form of expectation propagation for a simple statistical model
- Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm
- A new selection criterion for statistical home range estimation
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- Multivariate local fitting with general basic functions
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- Locally robust methods and near-parametric asymptotics
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- The LLN and CLT for U-statistics under cross-sectional dependence
- Root n estimates of vectors of integrated density partial derivative functionals
- Error analysis for general multtvariate kernel estimators
- Surrogate modeling for high dimensional uncertainty propagation via deep kernel polynomial chaos expansion
- Smoothed and iterated bootstrap confidence regions for parameter vectors
- Data‐driven choice of the smoothing parametrization for kernel density estimators
- Asymptotics and optimal bandwidth for nonparametric estimation of density level sets
- Mode and Ridge Estimation in Euclidean and Directional Product Spaces: A Mean Shift Approach
- On bandwidth selection using minimal spanning tree for kernel density estimation
- Transformation-Kernel Estimation of Copula Densities
- Linear boundary kernels for bivariate density estimation
- Transformation-based nonparametric estimation of multivariate densities
- Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions
- Moving least squares regression for high-dimensional stochastic simulation metamodeling
- Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution
- Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate
- Local Polynomial Estimation of Contingency Table Cell Probabilities
- Unconstrained pilot selectors for smoothed cross-validation
- Connectivity of projected high dimensional data charts on one-dimensional curves
- Probabilistic constrained optimization on flow networks
- Root n bandwidths selectors in multivariate kernel density estimation
- Exponential series estimator of multivariate densities
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation
- Modal clustering asymptotics with applications to bandwidth selection
- Kernel density estimation with Berkson error
- Multivariate locally adaptive kernel density estimation
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Analytical and statistical properties of local depth functions motivated by clustering applications
- Algorithms for fitting the space-time ETAS model to earthquake catalog data: a comparative study
- Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
- Multiwavelet density estimation
- A comparison of estimators of the geographical relative risk function
- Kernel density estimation by genetic algorithm
- On integral theorems and their statistical properties
- Estimates for geographical domains through geoadditive models in presence of incomplete geographical information
- GetDist: a python package for analysing Monte Carlo samples
- Classification with the pot-pot plot
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- A population background for nonparametric density-based clustering
- Normal reference bandwidths for the general order, multivariate kernel density derivative estimator
- Locally parametric nonparametric density estimation
- Consistency of the simple mode of a density for spatial processes
- Bandwidth selection for kernel intensity estimators for spatial point processes
- Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study
- Tutorial on kernel estimation of continuous spatial and spatiotemporal relative risk
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