
Accession Number : ADA290438
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, Jefferey L.
PDF Url : ADA290438
Report Date : OCT 1994
Pagination or Media Count : 35
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 uses 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 determine 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. (AN)
Descriptors : *KERNEL FUNCTIONS, *FILTER ANALYSIS, MATHEMATICAL MODELS, ALGORITHMS, STATISTICAL DATA, ANALYSIS OF VARIANCE, PROBABILITY DENSITY FUNCTIONS, ESTIMATES, LEAST SQUARES METHOD, DISTRIBUTION THEORY.
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE