Nonparametric Construction of Multivariate Kernels
多元核函数的非参数构造
We propose a nonparametric method for constructing multivariate kernels tuned to the configuration of the sample, for density estimation in , d moderate. The motivation behind the approach is to break down the construction of the kernel into two parts: determining its overall shape and then its global concentration. We consider a framework that is essentially nonparametric, as opposed to the usual bandwidth matrix parameterization. The shape of the kernel to be employed is…