MULTIVARIATE KERNEL DENSITY ESTIMATION WITH A PARAMETRIC SUPPORT

被引：9
作者：
Jarnicka, Jolanta [1 ,2 ]
机构：
[1] AGH Univ Sci & Technol, Fac Appl Math, Mickiewicza 30, PL-30059 Krakow, Poland
[2] Polish Acad Sci, Syst Res Inst, PL-01447 Warsaw, Poland
来源：
OPUSCULA MATHEMATICA | 2009年 / 29卷 / 01期
关键词：
density estimation; kernel; bandwidth; kernel density estimator; EM algorithm;
D O I：
10.7494/OpMath.2009.29.1.41
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider kernel density estimation in the multivariate case, focusing on the use of some elements of parametric estimation. We present a two-step method, based on a modification of the EM algorithm and the generalized kernel density estimator, and compare this method with a couple of well known multivariate kernel density estimation methods.
引用
收藏
页码：41 / 55
页数：15
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