What do kernel density estimators optimize?

DOI10.1515/2156-6674.1011MaRDI QIDQ2870562zbMATH OpenOpenAlexFDO

Authors Jungmo Yoon, Roger Koenker, Ivan Mizera

Publication date 21 January 2014

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/2156-6674.1011

zbMATH Keywords

heat equationkernel density estimationregularization

Mathematics Subject Classification ID

Density estimation (62G07) Statistical methods; economic indices and measures (91B82)

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(2)

• Kernel density estimation via diffusion and the complex exponentials approximation problem
• Kernel density estimation on a linear network

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