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Kernel density estimation with adaptive varying window size
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DOI：10.1016/S0167-8655(02)00127-7.png)
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Abstract
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A new method of kernel density estimation with a varying adaptive window size is proposed. It is based on the so-called intersection of confidence intervals (10) rule. Several examples of the proposed method are given for different types of densities and the quality of the adaptive density estimate is assessed by means of numerical simulations. (C) 2002 Elsevier Science B.V. All rights reserved.
Keywords:
non-parametric
kernel
density estimation
parzen
ICI rule
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