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On correcting for variance inflation in kernel density estimation

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  • Jones, M. C.

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  • Jones, M. C., 1991. "On correcting for variance inflation in kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 11(1), pages 3-15, January.
    • Handle: RePEc:eee:csdana:v:11:y:1991:i:1:p:3-15
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    Cited by:

    1. Suojin Wang, 1995. "Optimizing the smoothed bootstrap," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(1), pages 65-80, January.
    2. M. Jones, 1996. "On close relations of local likelihood density estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(2), pages 345-356, December.
    3. Filippone, Maurizio & Sanguinetti, Guido, 2011. "Approximate inference of the bandwidth in multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3104-3122, December.
    4. Fabian Krüger & Sebastian Lerch & Thordis Thorarinsdottir & Tilmann Gneiting, 2021. "Predictive Inference Based on Markov Chain Monte Carlo Output," International Statistical Review, International Statistical Institute, vol. 89(2), pages 274-301, August.
    5. M. Jones & I. McKay & T. Hu, 1994. "Variable location and scale kernel density estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 521-535, September.

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