Canonical kernels for density estimation
AbstractThe kernel function in density estimation is uniquely determined up to a scale factor. In this paper, we advocate one particular rescaling of a kernel function, called the canonical kernel, because it is the only version which uncouples the problems of choice of kernel and choice of scale factor. This approach is useful for both pictorial comparison of kernel density estimators and for optimal kernel theory.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 7 (1988)
Issue (Month): 3 (December)
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