Adaptive Smoothing and Density-Based Tests of Multivariate Normality
自适应平滑与基于密度的多元正态性检验
Methods of adaptive smoothing of density estimates, where the amount of smoothing applied varies according to local features of the underlying density, are investigated. The difficulties of applying Taylor series arguments in this context are explored. Simple properties of the estimates are investigated by numerical integration and compared with the fixed kernel approach. Optimal smoothing strategies, based on the multivariate Normal distribution, are derived. As an…