Multivariate Kernel Density Estimation

Multivariate Kernel Density Estimation

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Description

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Kernel density estimation is a nonparametric technique for density estimation i.e., estimation of probability density functions, which is one of the fundamental questions in statistics. It can be viewed as a generalisation of histogram density estimation with improved statistical properties. Apart from histograms, other types of density estimators include parametric, spline, wavelet and Fourier series. Kernel density estimators were first introduced in the scientific literature for univariate data in the 1950s and 1960s and subsequently have been widely adopted. It was soon recognised that analogous estimators for multivariate data would be an important addition to multivariate statistics. Based on research carried out in the 1990s and 2000s, multivariate kernel density estimation has reached a level of maturity comparable to their univariate counterparts.show more

Product details

  • Paperback | 60 pages
  • 150 x 230 x 4mm | 100g
  • Cred Press
  • United States
  • English
  • 6136617110
  • 9786136617114