Bandwidth selection for kernel conditional density estimation

Computational Statistics and Data Analysis

Volumn 36, Issue 3, 2001, Pages 279-298

  Bashtannyk, David M ^a   Hyndman, Rob J ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Bandwidth selection; Conditioning; Density estimation; Kernel smoothing

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION;

CONDITIONAL DENSITY ESTIMATION;

BANDWIDTH;

ESTIMATION METHOD; GEYSER; STATISTICAL ANALYSIS;

EID: 0035962710     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(00)00046-3     Document Type: Article

References (14)

1. Information theory and an extension of the maximum likelihood principle
2. A new look at statistical model identification
3. A look at some data on the Old Faithful geyser
4. Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
5. Methods for estimating a conditional distribution function
6. Estimating and visualizing conditional densities
7. Conditional probability density and regression estimators
8. The use of polynomial splines and their tensor products in multivariate function estimation