Filtered kernel density estimation (Q1966007): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtered kernel density estimation |
scientific article |
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Filtered kernel density estimation (English)
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2 March 2000
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A modification of the kernel estimator is considered. It allows to incorporate local information on the smoothness of the density. The consistency of the new estimator is proved. The performance of the new kernel estimator is demonstrated with the help of numerical examples.
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kernel estimators
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multiple bandwidths
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mixture models
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