Kernel density estimation via diffusion

DOI10.1214/10-AOS799zbMath1200.62029arXiv1011.2602WikidataQ57308724 ScholiaQ57308724MaRDI QIDQ605933

Zdravko I. Botev, Dirk P. Kroese, 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

zbMATH Keywords

boundary bias; diffusion equation; heat kernel; bandwidth selection; nonparametric density estimation; Langevin process; variable bandwidth; data sharpening; normal reference rules

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

35K05: Heat equation

60J60: Diffusion processes

35K15: Initial value problems for second-order parabolic equations

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

Uses Software

• KernSmooth