Filtered kernel density estimation

✍ Scribed by David Marchette

• Book ID: 104602988
• Publisher: Wiley (John Wiley & Sons)
• Year: 2009
• Tongue: English
• Weight: 142 KB
• Volume: 1
• Category: Article
• ISSN: 0163-1829
• DOI: 10.1002/wics.17

✦ Synopsis

Abstract

This article describes a multiple‐bandwidth version of the kernel estimator for nonparametric probability density estimation, in which the bandwidths are chosen using a set of functions, called filter functions, which determine the support of the density appropriate to the different bandwidths. These filter functions are usually defined using a normal mixture fit to the data. Thus the estimator uses different bandwidths in different regions of the support of the distribution, as controlled by the filter functions. Copyright © 2009 John Wiley & Sons, Inc.

This article is categorized under:

Statistical and Graphical Methods of Data Analysis > Density Estimation