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Bandwidth Selection in Density Estimation

  • Marco Bianchi
Part of the Statistics and Computing book series (SCO)

Abstract

The motivation for density estimation in statistics and data analysis is to realize where observations occur more frequently in a sample. The aim of density estimation is to approximate a “true” probability density function f(x) from a sample information {X i }n i=1 of independent and identically distributed observations. The estimated density is constructed by centering around each observation X i a kernel function K h (u) = K(u/h)/h with u = x - X i , and averaging the values of this function at any given x.

Keywords

Density Estimation Score Function Kernel Density Estimation Optimal Bandwidth Bandwidth Selection 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 1995

Authors and Affiliations

  • Marco Bianchi
    • 1
  1. 1.Bank of EnglandLondonUK

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