Transformation-based nonparametric estimation of multivariate densities

DOI10.1016/j.jmva.2014.11.010zbMath1307.62102OpenAlexW2021655156MaRDI QIDQ2256747

Meng-Shiuh Chang, Ximing Wu

Publication date: 20 February 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.11.010

zbMATH Keywords

copulanonparametric estimationmultivariate density estimationKullback-Leibler information criterion

Mathematics Subject Classification ID

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

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Computational aspects of algorithms for variable selection in the context of principal components
• Exponential series estimator of multivariate densities
• Large-sample inference for log-spline models
• On Kullback-Leibler loss and density estimation
• Approximation of density functions by sequences of exponential families
• I-divergence geometry of probability distributions and minimization problems
• Bias reduction in kernel density estimation by smoothed empirical transformations
• A study of logspline density estimation
• Principal Variables
• Transformations in Density Estimation
• Iterated Transformation-Kernel Density Estimation
• Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s t-Statistic
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation

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