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kernel density estimation


Dear group.

I am trying to figure out how I can do multi-dimensional kernel density
estimation with Mathematica. I know how I can do it with one variable, but
I was wondering if Mathematica supports kernel density estimation with 3
variables.

Any help is greatly appreciated. Thank you for your time.

Sincerely,

Marcelo



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Marcelo Moreira
Department of Economics - Harvard University
Littauer M6 - North Yard
1875 Cambridge Street
Cambridge, MA 02138
http://post.economics.harvard.edu/faculty/moreira/moreira.html
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