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A Simple Predictive Density Based on the p*-Formula

โœ Scribed by Paolo Vidoni


Book ID
124299922
Publisher
Oxford University Press
Year
1995
Tongue
English
Weight
747 KB
Volume
82
Category
Article
ISSN
0006-3444

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The standard approach to non-parametric bivariate density estimation is to use a kernel density estimator. Practical performance of this estimator is hindered by the fact that the estimator is not adaptive (in the sense that the level of smoothing is not sensitive to local properties of the density)