Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
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- 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.
- Nagler, Thomas & Czado, Claudia, 2016. "Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 69-89.
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KeywordsAsymptotic MISE; Multivariate kernel density estimation; Plug-in method; Pre-sphering; Unconstrained bandwidth selectors; 62G07;
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