On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions

From MaRDI portal
Publication:4132076

DOI10.1109/TC.1976.1674577zbMath0359.93035OpenAlexW2042574171MaRDI QIDQ4132076

Robert P. W. Duin

Publication date: 1976

Published in: IEEE Transactions on Computers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tc.1976.1674577



Related Items

Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators, Bandwidth selection for kernel density estimation: a review of fully automatic selectors, Automatic bandwidth selection for recursive kernel density estimators with length-biased data, A data-driven stochastic collocation approach for uncertainty quantification in MEMS, Adapting the classical kernel density estimator to data, Integration of prior knowledge of measurement noise in kernel density classification, Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator, On the use of compactly supported density estimates in problems of discrimination, Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation, Estimating finite mixture of continuous trees using penalized mutual information, Cross-validated density estimates based on Kullback–Leibler information, One-class classification with extreme learning machine, Akaike's information criterion and Kullback-Leibler loss for histogram density estimation, Data-based optimal smoothing of a wavelet density estimator, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Information theoretic learning with adaptive kernels, Growing regression tree forests by classification for continuous object pose estimation, Spline local basis methods for nonparametric density estimation, A flexible extreme value mixture model, Kernel density estimation on the torus, A robust correlation analysis framework for imbalanced and dichotomous data with uncertainty, Bandwidth selection: Classical or plug-in?, On the evolution of the united kingdom price distributions, Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence, General support vector representation machine for one-class classification of non-stationary classes, A vision-based method for weeds identification through the Bayesian decision theory, A smoothed bootstrap test for independence based on mutual information, Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method, Pointwise adaptive estimation of a multivariate function, Bernstein estimator for unbounded density function, Spectral feature projections that maximize Shannon mutual information with class labels, Robust kernel estimator for densities of unknown smoothness, Improving bandwidth selection methods by adding quantitative constraints, Estimation of generalized additive models, Image Segmentation with Shape Priors: Explicit Versus Implicit Representations, On a modified form of Parzen estimator for nonparametric pattern recognition, Funcionales de mínima g-divergencia y sus estimadores asociados (I), NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY, Off-the-peg and bespoke classifiers for fraud detection, The strong uniform convergence of multivariate variable kernel estimates, On the modal resolution of kernel density estimators, A simulative comparison of linear, quadratic and kernel discrimination, A low complexity robust detector in impulsive noise, On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate, Robust kernels for kernel density estimation, A profile likelihood approach for longitudinal data analysis, On near neighbour estimates of a multivariate density, Bandwidth selection procedures tor kernel density estimates, Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators, A comparative study of some kernel-based nonparametric density estimators, Comments on a data based bandwidth selector, Hellinger distance and Kullback-Leibler loss for the kernel density estimator, Kernel Density Estimation on Spaces of Gaussian Distributions and Symmetric Positive Definite Matrices, Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation