Opuscula Math. 29, no. 1 (2009), 41-55

Opuscula Mathematica

Multivariate kernel density estimation with a parametric support

Jolanta Jarnicka

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.

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  • Jolanta Jarnicka
  • AGH University of Science and Technology, Faculty of Applied Mathematics, al. Mickiewicza 30, 30-059 Cracow, Poland
  • Polish Academy of Sciences, Systems Research Institute, Newelska 6, 01-447 Warsaw, Poland
  • Received: 2008-03-12.
  • Accepted: 2008-08-25.
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Cite this article as:
Jolanta Jarnicka, Multivariate kernel density estimation with a parametric support, Opuscula Math. 29, no. 1 (2009), 41-55, http://dx.doi.org/10.7494/OpMath.2009.29.1.41

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