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Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC

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Figure

Table 1: MCMC results for data generated from f E (·). The first panel is obtained through the algorithm for a diagonal bandwidth matrix (M 6 ), while the second panel is obtained through the algorithm for a full bandwidth matrix (M 1 ).
Table 3: MCMC results for data generated from f F (·). The sample size is 1500.
Table 5: MCMC results obtained from the Earthquake data.
Figure 1: Contour graphs of the proposed bivariate densities. Density A −2 −1 0 1 2−2−1012 Density B−20 2 4−4−2024 Density C 1 2 3 41234 Density D−3−2−10 1 2 3−3−2−1012 Density E −4 −2 0 2 4−4−2024
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