Opuscula Math. 29, no. 1 (2009), 41-55
http://dx.doi.org/10.7494/OpMath.2009.29.1.41
Opuscula Mathematica
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.
- 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.
