Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints

DOI10.1016/j.csda.2017.10.005zbMath1469.62129OpenAlexW2767356114MaRDI QIDQ1662096

Christian Soize, N. Ouhbi, Guillaume Perrin

Publication date: 17 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-01634877/file/publi-2017-JCSDA-perrin-soize-ouhbi-preprint.pdf

zbMATH Keywords

kernel density estimationoptimal bandwidthdata-driven samplingnonparametric representation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Estimation in multivariate analysis (62H12)

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Uses Software

• KernSmooth
• BRENT
• pyuvdata

Cites Work

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