Variable Kernel Density Estimation
نویسندگان
چکیده
منابع مشابه
A variable bandwidth selector in multivariate kernel density estimation
Based on a random sample of size n from an unknown d-dimensional density f , the problem of selecting the variable (or adaptive) bandwidth in kernel estimation of f is investigated. The common strategy is to express the variable bandwidth at each observation as the product of a local bandwidth factor and a global smoothing parameter. For selecting the local bandwidth factor a method based on cl...
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Preface The following diploma thesis is thought to be a diploma thesis in applied statistics. I declare this in the first paragraph of my work, because you can treat this subject either from a theoretic or an applied view, although the borders between these two areas of statistics cannot be drawn exactly. The reason why I got the idea to treat this subject, is that on the one hand density estim...
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A modification of the kernel estimator for density estimation is proposed which allows the incorporation of local information about the smoothness of the density. The estimator uses a small set of bandwidths rather than a single global one as in the standard kernel estimator. It uses a set of filtering functions which determine the extent of influence of the individual bandwidths. Various versi...
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Kernel density estimation is a widely used method for estimating a distribution based on a sample of points drawn from that distribution. Generally, in practice some form of error contaminates the sample of observed points. Such error can be the result of imprecise measurements or observation bias. Often this error is negligible and may be disregarded in analysis. In cases where the error is no...
متن کاملAdaptive kernel density estimation
This insert describes the module akdensity. akdensity extends the official kdensity that estimates density functions by the kernel method. The extensions are of two types: akdensity allows the use of an “adaptive kernel” approach with varying, rather than fixed, bandwidths; and akdensity estimates pointwise variability bands around the estimated density functions.
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1992
ISSN: 0090-5364
DOI: 10.1214/aos/1176348768