A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions

DOI10.1016/j.csda.2009.08.021zbMath1284.62253OpenAlexW1984253095MaRDI QIDQ2445795

Tsuyoshi Ichimura, Daisuke Fukuda

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.csda.2009.08.021

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (1)

3rd special issue on matrix computations and statistics

Uses Software

• R
• np

Cites Work

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• On Kullback-Leibler loss and density estimation
• Parallel distributed kernel estimation
• A crossvalidation method for estimating conditional densities
• The Fast Gauss Transform
• Bandwidth selection for kernel conditional density estimation.

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