Horová, Ivana; Koláček, Jan; Vopatová, Kamila - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 364-376
The most important factor in multivariate kernel density estimation is a choice of a bandwidth matrix. This choice is particularly important, because of its role in controlling both the amount and the direction of multivariate smoothing. Considerable attention has been paid to constrained...
