The following pages link to Multivariate Density Estimation (Q5251249):
Displaying 50 items.
- Conditional density estimation with covariate measurement error (Q109282) (← links)
- Density estimation with distribution element trees (Q144212) (← links)
- (Un)Conditional Sample Generation Based on Distribution Element Trees (Q144213) (← links)
- Divisive clustering of high dimensional data streams (Q340866) (← links)
- In search of an optimal kernel for a bias correction method for density estimators (Q504451) (← links)
- A nonparametric approach for quantile regression (Q724304) (← links)
- Data-driven probability concentration and sampling on manifold (Q726929) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- On empirical estimation of mode based on weakly dependent samples (Q830555) (← links)
- An estimate of the root mean square error incurred when approximating an \(f\in L^2(\mathbb R)\) by a partial sum of its Hermite series (Q1649150) (← links)
- Approximate maximum likelihood estimation for population genetic inference (Q1670294) (← links)
- Polynomial chaos representation of databases on manifolds (Q1685427) (← links)
- Analysing single-molecule trajectories to reconstruct free-energy landscapes of cyclic motor proteins (Q1717325) (← links)
- Hierarchical two-part MDL code for multinomial distributions (Q1726276) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- Kernel mixture model for probability density estimation in Bayesian classifiers (Q1741388) (← links)
- Single-index copulas (Q1742729) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- The radial wavelet frame density estimator (Q1799879) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- A robust solution of a statistical inverse problem in multiscale computational mechanics using an artificial neural network (Q2020855) (← links)
- Data dependent asymmetric kernels for estimating the density function (Q2023834) (← links)
- Kernel density estimation for partial linear multivariate responses models (Q2048116) (← links)
- Asymptotic properties of Bernstein estimators on the simplex (Q2048128) (← links)
- Better than the best? Answers via model ensemble in density-based clustering (Q2051575) (← links)
- Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
- Kernel density estimation based on the distinct units in sampling with replacement (Q2061756) (← links)
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications (Q2078575) (← links)
- Quasi-interpolation for multivariate density estimation on bounded domain (Q2079355) (← links)
- Nonparametric semi-supervised classification with application to signal detection in high energy physics (Q2082459) (← links)
- A new distance based measure of asymmetry (Q2101469) (← links)
- Exact solutions in log-concave maximum likelihood estimation (Q2104907) (← links)
- Coupling the reduced-order model and the generative model for an importance sampling estimator (Q2123351) (← links)
- Generalized bagging (Q2132055) (← links)
- A deterministic verification strategy for electrostatic particle-in-cell algorithms in arbitrary spatial dimensions using the method of manufactured solutions (Q2134529) (← links)
- Adaptive deep density approximation for Fokker-Planck equations (Q2135831) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Probabilistic constrained optimization on flow networks (Q2147905) (← links)
- Intensity estimation on geometric networks with penalized splines (Q2154182) (← links)
- A model-free, non-parametric method for density determination, with application to asset returns (Q2156154) (← links)
- Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees (Q2158949) (← links)
- Kernel density approach to error estimation of MF-DFA measures on time series (Q2160057) (← links)
- Hybrid semiparametric Bayesian networks (Q2161014) (← links)
- Efficient SVDD sampling with approximation guarantees for the decision boundary (Q2163193) (← links)
- Bayesian parameter estimation for the Swift model of eye-movement control during reading (Q2177484) (← links)
- Modal clustering asymptotics with applications to bandwidth selection (Q2180047) (← links)
- Optimal rates for estimation of two-dimensional totally positive distributions (Q2192313) (← links)
