Zougab, Nabil; Adjabi, Smail; Kokonendji, Célestin C. - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 28-38
Bandwidth selection in multivariate kernel density estimation has received considerable attention. In addition to classical methods of bandwidth selection, such as plug-in and cross-validation methods, Bayesian approaches have also been previously investigated. Bayesian estimation of adaptive...