Filtered kernel density estimation

MaRDI QIDQ1966007zbMATH OpenFDO

Authors David J. Marchette, George W. Rogers, Jeffrey L. Solka, Carey E. Priebe

Publication date 2 March 2000

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

kernel estimatorsmixture modelsmultiple bandwidths

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Review text

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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Cited in

(8)

• A combined adaptive-mixtures/plug-in estimator of multivariate probability densities
• Alternating kernel and mixture density estimates.
• Filtered probability
• Multivariate locally adaptive density estimation.
• Consistent estimation of mixture complexity.
• Local linear density estimation for filtered survival data, with bias correction
• Segmenting magnetic resonance images via hierarchical mixture modelling
• Maximum likelihood kernel density estimation: on the potential of convolution sieves

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