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Cross‐validation Bandwidth Matrices for Multivariate Kernel Density Estimation

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  1. 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.
  2. Billings, Stephen B. & Johnson, Erik B., 2012. "A non-parametric test for industrial specialization," Journal of Urban Economics, Elsevier, vol. 71(3), pages 312-331.
  3. Karim M Abadir & Michel Lubrano, 2024. "Explicit solutions for the asymptotically optimal bandwidth in cross-validation," Biometrika, Biometrika Trust, vol. 111(3), pages 809-823.
  4. 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.
  5. Pulkkinen, Seppo, 2015. "Ridge-based method for finding curvilinear structures from noisy data," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 89-109.
  6. Hazelton, Martin L. & Cox, Murray P., 2016. "Bandwidth selection for kernel log-density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 56-67.
  7. Filippone, Maurizio & Sanguinetti, Guido, 2011. "Approximate inference of the bandwidth in multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3104-3122, December.
  8. 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.
  9. Isabel Fuentes-Santos & Wenceslao González-Manteiga & Jorge Mateu, 2016. "Consistent Smooth Bootstrap Kernel Intensity Estimation for Inhomogeneous Spatial Poisson Point Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 416-435, June.
  10. Senga Kiessé, Tristan & Corson, Michael S. & Eugène, Maguy, 2022. "The potential of kernel density estimation for modelling relations among dairy farm characteristics," Agricultural Systems, Elsevier, vol. 199(C).
  11. Yan, Hanhuan & Han, Liyan, 2019. "Empirical distributions of stock returns: Mixed normal or kernel density?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 473-486.
  12. Sigve Hovda, 2014. "Using pseudometrics in kernel density estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 669-696, December.
  13. Giovanna Menardi, 2016. "A Review on Modal Clustering," International Statistical Review, International Statistical Institute, vol. 84(3), pages 413-433, December.
  14. Rob J. Hyndman & Han Lin Shang, 2008. "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers 9/08, Monash University, Department of Econometrics and Business Statistics.
  15. Leonard MacLean & Lijun Yu & Yonggan Zhao, 2022. "A Generalized Entropy Approach to Portfolio Selection under a Hidden Markov Model," JRFM, MDPI, vol. 15(8), pages 1-25, July.
  16. Tiee-Jian Wu & Chih-Yuan Hsu & Huang-Yu Chen & Hui-Chun Yu, 2014. "Root $$n$$ n estimates of vectors of integrated density partial derivative functionals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(5), pages 865-895, October.
  17. Bongiorno, Enea G. & Goia, Aldo, 2016. "Classification methods for Hilbert data based on surrogate density," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 204-222.
  18. Noureddine Kouaissah & Sergio Ortobelli Lozza & Ikram Jebabli, 2022. "Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 833-859, October.
  19. O’Brien, Travis A. & Kashinath, Karthik & Cavanaugh, Nicholas R. & Collins, William D. & O’Brien, John P., 2016. "A fast and objective multidimensional kernel density estimation method: fastKDE," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 148-160.
  20. J. Chacón & T. Duong, 2010. "Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 375-398, August.
  21. Alexey Miroshnikov & Evgeny Savelev, 2019. "Asymptotic properties of parallel Bayesian kernel density estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(4), pages 771-810, August.
  22. Surya T. Tokdar & Ryan Martin, 2021. "Bayesian Test of Normality Versus a Dirichlet Process Mixture Alternative," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 66-96, May.
  23. Horová, Ivana & Koláček, Jan & Vopatová, Kamila, 2013. "Full bandwidth matrix selectors for gradient kernel density estimate," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 364-376.
  24. Seppo Pulkkinen & Marko Mäkelä & Napsu Karmitsa, 2013. "A continuation approach to mode-finding of multivariate Gaussian mixtures and kernel density estimates," Journal of Global Optimization, Springer, vol. 56(2), pages 459-487, June.
  25. Perrin, G. & Soize, C. & Ouhbi, N., 2018. "Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 139-154.
  26. Boris Branisa & Adriana Cardozo, 2009. "Revisiting the Regional Growth Convergence Debate in Colombia Using Income Indicators," Ibero America Institute for Econ. Research (IAI) Discussion Papers 194, Ibero-America Institute for Economic Research, revised 21 Aug 2009.
  27. Alexis Gerossier & Robin Girard & George Kariniotakis, 2019. "Modeling and Forecasting Electric Vehicle Consumption Profiles," Energies, MDPI, vol. 12(7), pages 1-14, April.
  28. Nicolai, R.P. & Koning, A.J., 2006. "A general framework for statistical inference on discrete event systems," Econometric Institute Research Papers EI 2006-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. Maik Eisenbeiss & Goran Kauermann & Willi Semmler, 2007. "Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach," The European Journal of Finance, Taylor & Francis Journals, vol. 13(6), pages 503-522.
  30. Simone Giannerini & Greta Goracci, 2023. "Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy," Mathematics, MDPI, vol. 11(3), pages 1-27, February.
  31. Boris Branisa & Adriana Cardozo, 2009. "Regional Growth Convergence in Colombia Using Social Indicators," Ibero America Institute for Econ. Research (IAI) Discussion Papers 195, Ibero-America Institute for Economic Research.
  32. Duong, Tarn & Cowling, Arianna & Koch, Inge & Wand, M.P., 2008. "Feature significance for multivariate kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4225-4242, May.
  33. Schoch, Tobias & Staub, Kaspar & Pfister, Christian, 2012. "Social inequality and the biological standard of living: An anthropometric analysis of Swiss conscription data, 1875–1950," Economics & Human Biology, Elsevier, vol. 10(2), pages 154-173.
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