Kernel density estimation via diffusion

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

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

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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Uses Software

KernSmooth

Cites Work