The Gram-Charlier A Series based Extended Rule-of-Thumb for Bandwidth Selection in Univariate and Multivariate Kernel Density Estimations

The article derives a novel Gram-Charlier A (GCA) Series based Extended Rule-of-Thumb (ExROT) for bandwidth selection in Kernel Density Estimation (KDE). There are existing various bandwidth selection rules achieving minimization of the Asymptotic Mean Integrated Square Error (AMISE) between the est...

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Bibliographische Detailangaben

1. Verfasser:	C, Dharmani Bhaveshkumar
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Computation Statistics - Machine Learning Statistics - Methodology
Online-Zugang:	Volltext bestellen
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