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Multivariate plug-in bandwidth selection. (English) Zbl 0937.62055
The paper deals with multivariate extensions of plug-in bandwidth selection strategies for multivariate kernel density estimation. The relevant theory for multivariate kernel density estimation is given. Theoretical backup for the proposed selection procedure and convergence rates to the optimum are obtained. Simulation studies and real data examples are presented.

62H12 Estimation in multivariate analysis
62G07 Density estimation
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