Numerical performance of penalized comparison to overfitting for multivariate kernel density estimation

DOI10.1051/PS/2022018arXiv1902.01075OpenAlexW2911391692MaRDI QIDQ6133925

Claire Lacour, Suzanne Varet, Vincent Rivoirard, Pascal Massart

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.01075

zbMATH Keywords

bandwidth selectionkernel-based density estimationmultivariate density estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Estimation in multivariate analysis (62H12)

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