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Multivariate locally adaptive density estimation

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  • Sain, Stephan R.

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  • Sain, Stephan R., 2002. "Multivariate locally adaptive density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 165-186, April.
    • Handle: RePEc:eee:csdana:v:39:y:2002:i:2:p:165-186
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    References listed on IDEAS

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    1. Mack, Y. P. & Rosenblatt, M., 1979. "Multivariate k-nearest neighbor density estimates," Journal of Multivariate Analysis, Elsevier, vol. 9(1), pages 1-15, March.
    2. Abramson, Ian S., 1982. "Arbitrariness of the pilot estimator in adaptive kernel methods," Journal of Multivariate Analysis, Elsevier, vol. 12(4), pages 562-567, December.
    3. B. W. Silverman, 1982. "Kernel Density Estimation Using the Fast Fourier Transform," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(1), pages 93-99, March.
    4. Hall, Peter & Wand, M. P., 1996. "On the Accuracy of Binned Kernel Density Estimators," Journal of Multivariate Analysis, Elsevier, vol. 56(2), pages 165-184, February.
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    Cited by:

    1. Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers 15/13, Institute for Fiscal Studies.
    2. Berlinet, Alain & Biau, Gérard & Rouvière, Laurent, 2005. "Optimal L1 bandwidth selection for variable kernel density estimates," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 116-128, September.
    3. Alexander Hohl & Wenwu Tang & Irene Casas & Xun Shi & Eric Delmelle, 2022. "Detecting space–time patterns of disease risk under dynamic background population," Journal of Geographical Systems, Springer, vol. 24(3), pages 389-417, July.
    4. Nicholas Rohde & Ross Guest, 2018. "Multidimensional Inequality Across Three Developed Countries," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(3), pages 576-591, September.
    5. Blanquero, R. & Carrizosa, E. & Jiménez-Cordero, A. & Martín-Barragán, B., 2019. "Functional-bandwidth kernel for Support Vector Machine with Functional Data: An alternating optimization algorithm," European Journal of Operational Research, Elsevier, vol. 275(1), pages 195-207.
    6. Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012. "Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 732-740.
    7. Subbiah, Mohan & Fabozzi, Frank J., 2016. "Hedge fund allocation: Evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 189-201.
    8. Dongik Jang & Hee-Seok Oh & Philippe Naveau, 2017. "Identifying local smoothness for spatially inhomogeneous functions," Computational Statistics, Springer, vol. 32(3), pages 1115-1138, September.
    9. Wu, Tiee-Jian & Chen, Ching-Fu & Chen, Huang-Yu, 2007. "A variable bandwidth selector in multivariate kernel density estimation," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 462-467, February.
    10. Battey, Heather & Linton, Oliver, 2014. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 43-67.
    11. Zougab, Nabil & Adjabi, Smail & Kokonendji, Célestin C., 2014. "Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 28-38.
    12. Madeleine Cule & Richard Samworth & Michael Stewart, 2010. "Maximum likelihood estimation of a multi‐dimensional log‐concave density," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 545-607, November.
    13. Marshall, Jonathan C. & Hazelton, Martin L., 2010. "Boundary kernels for adaptive density estimators on regions with irregular boundaries," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 949-963, April.
    14. James Taylor & Jochen Einbeck, 2013. "Challenging the curse of dimensionality in multivariate local linear regression," Computational Statistics, Springer, vol. 28(3), pages 955-976, June.
    15. Stefano Magrini, 2007. "Analysing Convergence through the Distribution Dynamics Approach: Why and how?," Working Papers 2007_13, Department of Economics, University of Venice "Ca' Foscari".
    16. Mohan Subbiah & Frank J Fabozzi, 2016. "Equity style allocation: A nonparametric approach," Journal of Asset Management, Palgrave Macmillan, vol. 17(3), pages 141-164, May.
    17. Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers 41/13, Institute for Fiscal Studies.

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