Accession Number : ADA288293

Title :   Filtered Kernel Density Estimation.

Descriptive Note : Technical rept.,

Corporate Author : GEORGE MASON UNIV FAIRFAX VA CENTER FOR COMPUTATIONAL STATISTICS

Personal Author(s) : Marchette, David J. ; Priebe, Carey E. ; Rogers, George W. ; Solka, Jeffrey L.

PDF Url : ADA288293

Report Date : OCT 1994

Pagination or Media Count : 36

Abstract : A modification of the kernel estimator for density estimation is proposed which allows the incorporation of local information about the smoothness of the density. The estimator used a small set of local bandwidths rather than a single global one as in the standard kernel estimator. It uses a set of filtering functions which determines the extent of influence of the local bandwidths. Various versions of the idea are discussed. The estimator is shown to be consistent and is illustrated by comparison to the single bandwidth kernel estimator for the case in which the filter functions are derived from finite mixture models.

Descriptors :   *PROBABILITY DENSITY FUNCTIONS, *KERNEL FUNCTIONS, MATHEMATICAL MODELS, COMPUTATIONS, STATISTICAL DATA, ANALYSIS OF VARIANCE, ESTIMATES, LINEAR FILTERING.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE