Registered Data

[00560] Semiparametric Kernel Estimation with Bayesian Bandwidths for Multivariate Nonnegative Data

  • Session Time & Room : 3E (Aug.23, 17:40-19:20) @E501
  • Type : Contributed Talk
  • Abstract : We introduce a flexible semiparametric kernel method for smoothing distributions on nonnegative supports. This multivariate estimator is guided by a given parametric part, here an uncorrelated exponential distribution estimated by maximum likelihood, and a nonparametric part which is a weight function to be smoothed through multiple gamma kernels. Also, a diagnostic model discusses the choice between the parametric, semiparametric and nonparametric approaches. Finally, practical multivariate semicontinuous datasets illustrate the usefulness of the method.
  • Classification : 62Gxx, 62Hxx
  • Format : Talk at Waseda University
  • Author(s) :
    • Sobom Matthieu Somé (Université Thomas SANKARA)
    • Célestin C. Kokonendji (Université Bourgogne Franche-Comté)