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Activity Number: 293 - Curve Estimation Under Dependence
Type: Topic Contributed
Date/Time: Tuesday, July 31, 2018 : 8:30 AM to 10:20 AM
Sponsor: Royal Statistical Society
Abstract #328883 Presentation
Title: Nonparametric Multivariate Density Estimation Under Dependence
Author(s): Jan Beran*
Companies: University of Konstanz
Keywords: kernel density estimation; long memory; multivariate density; bandwidth choice; multivariate process; linear process

Kernel density estimation for univariate long-memory processes is known to lead to a smoothing dichotomy. In the first part of this talk, consequences for optimal bandwidth choice are discussed. In particular, higher order kernels turn out to play an important role. In the second part, a multivariate reduction principle for the empirical process is used to obtain generalizations to multivariate long-memory processes. Estimation of multivariate derivatives is also discussed. This is joint work with Nadja Schumm and Klaus Telkmann.

Authors who are presenting talks have a * after their name.

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