Kernel Density Estimation
David W. Scott
Abstract
David W. Scott
Abstract
Abstract The probability density function is a fundamental concept in statistics. Density estimation is the reconstruction of the density function from a set of observed data. A well‐constructed density estimate can give valuable indication of such features as skewness and multimodality in the underlying density function.
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Abstract The probability density function is a fundamental concept in statistics. Density estimation is the reconstruction of the density function from a set of observed data. A well‐constructed density estimate can give valuable indication of such features as skewness and multimodality in the underlying density function.
Key concepts: Multivariate kernel density estimation, Kernel density estimation, Density estimation, Probability density function, Skewness, Mathematics, Variable kernel density estimation, Statistics