Contribution to bandwidth matrix choice for multivariate kernel density estimate

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Authors

HOROVÁ Ivanka KOLÁČEK Jan VOPATOVÁ Kamila ZELINKA Jiří

Year of publication 2011
Type Article in Proceedings
Conference ISI 2011, Proceedings of the 58th World Statistics Congress
MU Faculty or unit

Faculty of Science

Citation
Web http://isi2011.congressplanner.eu/pdfs/950887.pdf
Field Applied statistics, operation research
Keywords multivariate density; bandwidth matrix; kernel estimate
Description Choice of a bandwidth matrix in a multivariate kernel density estimate. A special iterative method is proposed.
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