Kernel density estimation via diffusion
Publication:605933
DOI10.1214/10-AOS799zbMath1200.62029arXiv1011.2602OpenAlexW3104298728WikidataQ57308724 ScholiaQ57308724MaRDI QIDQ605933
Dirk P. Kroese, Zdravko I. Botev, Joseph F. Grotowski
Publication date: 15 November 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.2602
boundary biasdiffusion equationheat kernelbandwidth selectionnonparametric density estimationLangevin processvariable bandwidthdata sharpeningnormal reference rules
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Heat equation (35K05) Diffusion processes (60J60) Initial value problems for second-order parabolic equations (35K15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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