Multivariate Density Estimation and Visualization
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- 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.
- A. Azzalini & A.W. Bowman, 1990. "A Look at Some Data on the Old Faithful Geyser," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(3), pages 357-365, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ouafae Benrabah & Elias Ould Saïd & Abdelkader Tatachak, 2015. "A kernel mode estimate under random left truncation and time series model: asymptotic normality," Statistical Papers, Springer, vol. 56(3), pages 887-910, August.
- Sayed A. Mostafa & Ibrahim A. Ahmad, 2019. "Kernel density estimation from complex surveys in the presence of complete auxiliary information," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(3), pages 295-338, April.
- Dietmar Pfeifer & Olena Ragulina, 2018. "Generating VaR scenarios with product beta distributions," Papers 1808.02457, arXiv.org, revised Jan 2019.
- Dietmar Pfeifer & Andreas Mandle & Olena Ragulina & C^ome Girschig, 2018. "New copulas based on general partitions-of-unity (part III) - the continuous case (extended version)," Papers 1803.00957, arXiv.org, revised May 2019.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gramacki, Artur & Gramacki, Jarosław, 2017. "FFT-based fast bandwidth selector for multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 106(C), pages 27-45.
- Hirukawa, Masayuki, 2010. "Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 473-495, February.
- Holmström, Lasse, 2000. "The Accuracy and the Computational Complexity of a Multivariate Binned Kernel Density Estimator," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 264-309, February.
- Fred Huffer & Cheolyong Park, 2000. "A test for multivariate structure," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(5), pages 633-650.
- Ichimura, Hidehiko & Todd, Petra E., 2007.
"Implementing Nonparametric and Semiparametric Estimators,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74,
Elsevier.
- Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
- Pinkse, Joris, 1998. "A consistent nonparametric test for serial independence," Journal of Econometrics, Elsevier, vol. 84(2), pages 205-231, June.
- Yana Melnykov & Xuwen Zhu & Volodymyr Melnykov, 2021. "Transformation mixture modeling for skewed data groups with heavy tails and scatter," Computational Statistics, Springer, vol. 36(1), pages 61-78, March.
- repec:cte:wsrepe:ws1450804 is not listed on IDEAS
- Rizwan Muhammad & Yaolong Zhao & Fan Liu, 2019. "Spatiotemporal Analysis to Observe Gender Based Check-In Behavior by Using Social Media Big Data: A Case Study of Guangzhou, China," Sustainability, MDPI, vol. 11(10), pages 1-30, May.
- José E. Chacón, 2019. "Mixture model modal clustering," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(2), pages 379-404, June.
- Meintanis, S. & Ushakov, N. G., 2004. "Binned goodness-of-fit tests based on the empirical characteristic function," Statistics & Probability Letters, Elsevier, vol. 69(3), pages 305-314, September.
- Sain, Stephan R., 2002. "Multivariate locally adaptive density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 165-186, April.
- Browne, Ryan P., 2022. "Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering," Statistics & Probability Letters, Elsevier, vol. 190(C).
- Chainarong Amornbunchornvej & Elena Zheleva & Tanya Berger-Wolf, 2020. "Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis," Papers 2002.00208, arXiv.org, revised Jun 2020.
- Michael Jacobs, Jr, 2011. "An option theoretic model for ultimate loss-given-default with systematic recovery risk and stochastic returns on defaulted debt," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 257-285, Bank for International Settlements.
- Hardle, W. & Marron, J. S., 1995.
"Fast and simple scatterplot smoothing,"
Computational Statistics & Data Analysis, Elsevier, vol. 20(1), pages 1-17, July.
- James Stephen MARRON & Wolfgang HAERDLE, "undated". "Fast and simple scatterplot smoothing," Statistic und Oekonometrie 9308, Humboldt Universitaet Berlin.
- Hardle, W. & Marron, A., 1991. "Fast and simple scatterplot smoothing," LIDAM Discussion Papers CORE 1991043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Thiago G. Ramires & Luiz R. Nakamura & Ana J. Righetto & Andréa C. Konrath & Carlos A. B. Pereira, 2021. "Incorporating Clustering Techniques into GAMLSS," Stats, MDPI, vol. 4(4), pages 1-15, November.
- Racine, Jeff, 2002. "Parallel distributed kernel estimation," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 293-302, August.
- Hyndman, R.J. & Yao, Q., 1998.
"Nonparametric Estimation and Symmetry Tests for Conditional Density Functions,"
Monash Econometrics and Business Statistics Working Papers
17/98, Monash University, Department of Econometrics and Business Statistics.
- Yao, Qiwei & Hyndman, Rob J., 2002. "Nonparametric estimation and symmetry tests for conditional density functions," LSE Research Online Documents on Economics 6092, London School of Economics and Political Science, LSE Library.
- Álvarez, Adolfo, 2014. "Recombining partitions from multivariate data: a clustering method on Bayes factors," DES - Working Papers. Statistics and Econometrics. WS ws140804, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Eilers, Paul H.C. & Borgdorff, M.W., 2007. "Non-parametric log-concave mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5444-5451, July.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:caseps:200416. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/cahubde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.