The locally Gaussian density estimator for multivariate data

DOI10.1007/s11222-016-9706-6zbMath1384.62128OpenAlexW2528542283MaRDI QIDQ1703839

Dag Tjøstheim, Håkon Otneim

Publication date: 7 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-016-9706-6

zbMATH Keywords

curse of dimensionalitylocal likelihoodmultivariate nonparametric density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Nonlinear Spectral Analysis: A Local Gaussian Approach ⋮ Conditional density estimation using the local Gaussian correlation ⋮ Pairwise local Fisher and naive Bayes: improving two standard discriminants ⋮ Statistical dependence: beyond Pearson's \(\rho\) ⋮ Some notes on nonlinear cointegration: A partial review with some novel perspectives

Uses Software

• R
• sn
• ElemStatLearn

Cites Work

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