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Kernel Density Estimation Using the Fast Fourier Transform
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- Goutis, Constantinos, 1996. "Nonparametric estimation of a mixing density via the kernel method," DES - Working Papers. Statistics and Econometrics. WS 10437, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Tang, Qingguo & Karunamuni, Rohana J., 2016. "Fast and accurate computation for kernel estimators," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 49-62.
- 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.
- 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.
- Christophe Chesneau & Fabienne Comte & Gwennaëlle Mabon & Fabien Navarro, 2014. "Estimation of Convolution In The Model with Noise," Working Papers 2014-39, Center for Research in Economics and Statistics.
- Berwin A. TURLACH, "undated". "Bandwidth selection in kernel density estimation: a rewiew," Statistic und Oekonometrie 9307, Humboldt Universitaet Berlin.
- 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.
- Yixiao Jiang, 2021. "Semiparametric Estimation of a Corporate Bond Rating Model," Econometrics, MDPI, vol. 9(2), pages 1-20, May.
- 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).
- Stephen T. Buckland & Nicole H. Augustin & Verena A. Trenkel & David A. Elston & David L. Borchers, 2000. "Simulated inference, with applications to wildlife population assessment," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 3-22.
- Giorgio Valente & Lucio Sarno, 2004.
"Comparing the accuracy of density forecasts from competing models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
- Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.
- Pinkse, Joris, 1998. "A consistent nonparametric test for serial independence," Journal of Econometrics, Elsevier, vol. 84(2), pages 205-231, June.
- Adriano Z. Zambom & Ronaldo Dias, 2013. "A Review of Kernel Density Estimation with Applications to Econometrics," International Econometric Review (IER), Econometric Research Association, vol. 5(1), pages 20-42, April.
- 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.
- Gonzalez-Manteiga, W. & Sanchez-Sellero, C. & Wand, M. P., 1996. "Accuracy of binned kernel functional approximations," Computational Statistics & Data Analysis, Elsevier, vol. 22(1), pages 1-16, June.
- Wang, B. & Wertelecki, W., 2013. "Density estimation for data with rounding errors," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 4-12.
- 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.
- 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.
- Racine, Jeff, 2002. "Parallel distributed kernel estimation," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 293-302, August.
- Hegland, Markus & McIntosh, Ian & Turlach, Berwin A., 1999. "A parallel solver for generalised additive models," Computational Statistics & Data Analysis, Elsevier, vol. 31(4), pages 377-396, October.
- Scott, David W., 2004. "Multivariate Density Estimation and Visualization," Papers 2004,16, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- Jing Wu & Xirui Chen & Shulin Chen, 2019. "Temporal Characteristics of Waterfronts in Wuhan City and People’s Behavioral Preferences Based on Social Media Data," Sustainability, MDPI, vol. 11(22), pages 1-37, November.
- Sain, Stephan R., 2002. "Multivariate locally adaptive density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 165-186, April.
- Kateřina Konečná & Ivanka Horová, 2019. "Maximum likelihood method for bandwidth selection in kernel conditional density estimate," Computational Statistics, Springer, vol. 34(4), pages 1871-1887, December.
- Giovanni Baiocchi, 2009. "PDL: an object-oriented programming environment for econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 849-856.