Souhaib Ben Taieb1, Raphael Huser1, Rob J Hyndman2 and Marc G Genton1

  1. CEMSE Division, King Abdullah University of Science and Technology
  2. Monash Business School, Monash University, Clayton, Victoria, Australia.


  Tag: density estimation

7 posts
June 4th, 2015

Probabilistic time series forecasting with boosted additive models: an application to smart meter data

By Souhaib Ben Taieb, Raphael Huser, Rob J Hyndman and Marc G Genton

October 19th, 2013

hdrcde package for R

The hdrcde package provides tools for computation of highest density regions in one and two dimensions, kernel estimation of univariate […]

March 10th, 2011

Improved interval estimation of long run response from a dynamic linear model: a highest density region approach

Jae H. Kim1 , Iain Fraser2 and Rob J. Hyndman1 Department of Econometrics and Business Statistics, Monash University, VIC 3800, […]

January 3rd, 2010

Density forecasting for long-term peak electricity demand

Rob J Hyndman and Shu Fan IEEE Transactions on Power Systems, 2010, 25(2), 1142-1153 Abstract: Long-term electricity demand forecasting plays […]

September 17th, 2006

Projection pursuit estimator for multivariate conditional densities

Azhong Ye and Rob J. Hyndman (2006) J. Fuzhou Univ. Nat. Sci. Ed. 34(6), 794–797. (Chinese).

July 20th, 2006

A Bayesian approach to bandwidth selection for multivariate kernel density estimation

Computational Statistics & Data Analysis (2006), 50(11), 3009-3031. Xibin Zhang, Maxwell L King and Rob J. Hyndman Abstract: Kernel density […]

July 16th, 2002

Nonparametric estimation and symmetry tests for conditional density functions

Journal of Nonparametric Statistics (2002), 14(3), 259-278. Rob J Hyndman1 and  Qiwei Yao2 Department of Econometrics and Business Statistics, Monash University, […]

June 16th, 2001

Bandwidth selection for kernel conditional density estimation

Computational Statistics and Data Analysis (2001), 36(3), 279-298. David Bashtannyk and Rob J Hyndman Abstract: We consider bandwidth selection for […]

July 16th, 1996

Estimating and visualizing conditional densities

Journal of Computational and Graphical Statistics (1996), 5 315-336. Rob J Hyndman1 and David Bashtannyk1 Abstract: We consider the kernel […]

July 16th, 1996

Computing and graphing highest density regions

American Statistician (1996),50, 120-126. Rob J Hyndman1 Abstract: Many statistical methods involve summarizing a probability distribution by a region of […]

July 15th, 1996

Wand and Jones. Kernel smoothing

July 16th, 1995

Highest density forecast regions for non-linear and non-normal time series models

Journal of Forecasting (1995),14, 431-441. Rob J Hyndman Abstract: Many modern time series methods, such as those involving non-linear models […]

July 5th, 1995

The problem with Sturges’ rule for constructing histograms

Hyndman, R.J. Abstract Most statistical packages use Sturges’ rule (or an extension of it) for selecting the number of classes […]