Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
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DOI: 10.1007/s11749-009-0168-4
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More about this item
Keywords
Asymptotic MISE; Multivariate kernel density estimation; Plug-in method; Pre-sphering; Unconstrained bandwidth selectors; 62G07;All these keywords.
JEL classification:
Statistics
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