Combining local and global smoothing in multivariate density estimation

10/07/2016

∙

by   Adelchi Azzalini, et al.

∙

0

∙

share

Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging indications on the effectiveness of the method. An application to density-based clustering illustrates a possible usage.