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ABSTRACT:
SUBMITTER: Mukhopadhyay M
PROVIDER: S-EPMC9286319 | biostudies-literature | 2020 Dec
REPOSITORIES: biostudies-literature
Mukhopadhyay Minerva M Li Didong D Dunson David B DB
Journal of the Royal Statistical Society. Series B, Statistical methodology 20200809 5
Current tools for multivariate density estimation struggle when the density is concentrated near a non-linear subspace or manifold. Most approaches require the choice of a kernel, with the multivariate Gaussian kernel by far the most commonly used. Although heavy-tailed and skewed extensions have been proposed, such kernels cannot capture curvature in the support of the data. This leads to poor performance unless the sample size is very large relative to the dimension of the data. The paper prop ...[more]