Kernel density estimation via diffusion

Details Kernel density estimation via diffusion Kernel density estimation via diffusion

2010-11-11

arxiv.org/abs/1011.2602v1

Annals of Statistics 2010, Vol. 38, No. 5, 2916-2957

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/10-AOS799 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/10-AOS799

We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we propose a new plug-in bandwidth selection method that is free from the arbitrary normal reference rules used by existing methods. We present simulation examples in which the proposed approach outperforms existing methods in terms of accuracy and reliability.

Affiliated with

Also associated with

No associations

Rating

Kernel density estimation via diffusion does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Kernel density estimation via diffusion, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Kernel density estimation via diffusion will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-430727