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Kernel Density Estimation

  • Artur GramackiEmail author
Chapter
Part of the Studies in Big Data book series (SBD, volume 37)

Abstract

This chapter describes the kernel density estimation technique that can be considered a smoothed version of the Parzen windows presented in the Chapter  2. First, the most popular kernel types are presented together with a number of basic definitions both for uni- and multivariate cases and then a review of performance criteria is provided, starting with the univariate case and then extended to the general multivariate case. The subsequent part of the chapter is devoted to an introduction of two important KDE extensions, namely adaptive KDE and KDE with boundary correction. The notion of kernal derivative estimation (KDDE) is also presented. The final part of the chapter describes how KDE can be used for nonparametric estimation of cumulative distribution function (CDF). The chapter ends with some notes on computational aspects related to KDE.

Copyright information

© Springer International Publishing AG 2018

Authors and Affiliations

  1. 1.Institute of Control and Computation EngineeringUniversity of Zielona GóraZielona GóraPoland

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