Effective interpolations for kernel density estimators

Atsuyuki Kogure

研究成果: Article査読

4 被引用数 (Scopus)

抄録

In this paper we introduce a general interpolation scheme to be applied in the kernel density estimation. Our scheme is based on a piecewise higher-degree polynomial interpolation with a strategically chosen set of interpolation points. It is found that our interpolation scheme improves on the kernel density estimation in terms of the integrated mean squared error. A multivariate extension of our findings shows that the improvement increases substantially with the data dimension. In addition to the theoretical improvement, it is demonstrated that our interpolation scheme brings about a considerable computational saving over the original kernel density estimator, making itself comparable to the binning technique in the computational efficiency.

本文言語English
ページ(範囲)165-195
ページ数31
ジャーナルJournal of Nonparametric Statistics
9
2
DOI
出版ステータスPublished - 1998 1 1

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性

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