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Multivariate kernel density estimation with a parametric support

Jarnicka J.

Opuscula Mathematica

2009

Vol. 29, no. 1

41-55

We consider kernel density estimation in the multivariate case, focusing on the use of some elements of parametric estimation. We present a two-step method, based on a modification of the EM algorithm and the generalized kernel density estimator, and compare this method with a couple of well known multivariate kernel density estimation methods.