Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
From MaRDI portal
Publication:5467705
DOI10.1111/J.1467-9469.2005.00445.XzbMATH Open1089.62035OpenAlexW2045979066WikidataQ112797338 ScholiaQ112797338MaRDI QIDQ5467705FDOQ5467705
Authors: Tarn Duong, Martin L. Hazelton 
Publication date: 24 May 2006
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2005.00445.x
Recommendations
- Cross-Validation of Multivariate Densities
- A cross-validation bandwidth choice for kernel density estimates with selection biased data
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Bandwidth selection for kernel density estimation
- Full bandwidth matrix selectors for gradient kernel density estimate
asymptotic mean integrated squared errorsmooth cross-validationpilot bandwidthunbiased cross-validation
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Estimation in multivariate analysis (62H12)
Cites Work
Cited In (74)
- Nonparametric estimation of highest density regions for COVID-19
- A binomial model for the kernel density estimator and related inference
- The fundamental role of density functions in the binary classification problem
- Using pseudometrics in kernel density estimation
- A scaled kernel density estimation prior for dynamic borrowing of historical information with application to clinical trial design
- Consistency of multivariate density estimators using random bandwidths
- Iterative kernel density estimation from noisy-dependent observations
- HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE
- Updating an uncertain and expensive computational model in structural dynamics based on one single target FRF using a probabilistic learning tool
- An incremental kernel density estimator for data stream computation
- BAYESIAN SELECTION OF LOCAL BANDWIDTH IN NON-HOMOGENEOUS POISSON PROCESS KERNEL ESTIMATORS FOR THE INTENSITY FUNCTION
- Covariate balancing based on kernel density estimates for controlled experiments
- Optimal bandwidth matrices in functional principal component analysis of density functions
- Density estimation with minimization of \(U\)-divergence
- Probabilistic learning on manifolds (PLoM) with partition
- Nonparametric density estimation and clustering in astronomical sky surveys
- Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty
- Estimating multidimensional probability fields using the field estimator for arbitrary spaces (FiEstAS) with applications to astrophysics
- A fast and objective multidimensional kernel density estimation method: fastKDE
- A Review on Modal Clustering
- Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
- A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator
- Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation
- Consistent smooth bootstrap kernel intensity estimation for inhomogeneous spatial Poisson point processes
- A simple approach to maximum intractable likelihood estimation
- Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities
- Classification methods for Hilbert data based on surrogate density
- Nonparametric inference via bootstrapping the debiased estimator
- Indirect cross-validation for density estimation
- Multivariate goodness-of-fit tests based on kernel density estimators
- Full bandwidth matrix selectors for gradient kernel density estimate
- A General Likelihood Framework for Characterizing the Time Course of Neural Activity
- Bayesian local bandwidth selector in multivariate associated kernel estimator for joint probability mass functions
- Approximate inference of the bandwidth in multivariate kernel density estimation
- Fast computation of spatially adaptive kernel estimates
- Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications
- Bandwidth selection for kernel log-density estimation
- Bandwidth matrix selectors for kernel regression
- A continuation approach to mode-finding of multivariate Gaussian mixtures and kernel density estimates
- Root \(n\) estimates of vectors of integrated density partial derivative functionals
- Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method
- Polynomial histograms for multivariate density and mode estimation
- Data‐driven choice of the smoothing parametrization for kernel density estimators
- Visualization and Bandwidth Matrix Choice
- Bayesian test of normality versus a Dirichlet process mixture alternative
- Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints
- Estimating parameters of mixtures of multivariate \(t\)-populations and application to classification of observations
- Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions
- Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions
- Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
- Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate
- Unconstrained pilot selectors for smoothed cross-validation
- Particle-kernel estimation of the filter density in state-space models
- Cross-Validation of Multivariate Densities
- Feature significance for multivariate kernel density estimation
- Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset
- Tracking multiple people under occlusion and across cameras using probabilistic models
- Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths
- Tail density estimation for exploratory data analysis using kernel methods
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Nonparametric construction of multivariate kernels
- Kernel estimation with cross-validation using the fast Fourier transform
- Diffusion smoothing for spatial point patterns
- Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
- Direct density derivative estimation
- Ridge-based method for finding curvilinear structures from noisy data
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
- A Semiparametric Kernel Independence Test With Application to Mutational Signatures
- Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation
- Estimation of relative risk for events on a linear network
- Nonparametric density estimation for multivariate bounded data
- FFT-based fast bandwidth selector for multivariate kernel density estimation
- Asymptotic properties of parallel Bayesian kernel density estimators
- Nonparametric multivariate density estimation using mixtures
Uses Software
This page was built for publication: Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5467705)
