Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
J. Chacón () and
T. Duong ()
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2010, vol. 19, issue 2, 375-398
Keywords: Asymptotic MISE; Multivariate kernel density estimation; Plug-in method; Pre-sphering; Unconstrained bandwidth selectors; 62G07 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (18)
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DOI: 10.1007/s11749-009-0168-4
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