A Bayesian approach to bandwidth selection for multivariate kernel density estimation

Computational Statistics and Data Analysis

Volumn 50, Issue 11, 2006, Pages 3009-3031

  Zhang, Xibin ^a   King, Maxwell L ^a   Hyndman, Rob J ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Cross validation; Kullback Leibler information; Mean integrated squared errors; Monte Carlo kernel likelihood; Sampling algorithms

Indexed keywords

BANDWIDTH; ERROR ANALYSIS; ESTIMATION; MARKOV PROCESSES; MONTE CARLO METHODS; OPTIMAL CONTROL SYSTEMS;

CROSS-VALIDATION; KULLBACK-LEIBLER INFORMATION; MEAN INTEGRATED SQUARED ERRORS; MONTE CARLO KERNEL LIKELIHOOD; SAMPLING ALGORITHMS;

NEURAL NETWORKS;

EID: 33646555818     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.06.019     Document Type: Article

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