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Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating |
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| Authors: | Nicolas Langrené Xavier Warin |
| Institution: | 1. CSIRO Data61, RiskLab Australia, Melbourne, VIC, Australia;2. nicolas.langrene@csiro.au;4. EDF R&5. D, FiME (Laboratoire de Finance des Marchés de l’énergie), Clamart, France |
| Abstract: | |
| Keywords: | Adaptive bandwidth Balloon bandwidth Fast convolution Fast k-nearest-neighbor Fast kernel regression Fast kernel summation |