Hu, Shuowen; Poskitt, D.S.; Zhang, Xibin - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 732-740
In this paper, we propose a new methodology for multivariate kernel density estimation in which data are categorized into low- and high-density regions as an underlying mechanism for assigning adaptive bandwidths. We derive the posterior density of the bandwidth parameters via the...