Multivariate kernel density estimation with a parametric support
Abstract. 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.
Keywords: density estimation, kernel, bandwidth, kernel density estimator, EM algorithm.
Mathematics Subject Classification: 62G07, 65C99.