Kernel Density Estimation Algorithm

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A Kernel Density Estimation Algorithm is a probability density estimation algorithm based on kernels.



References

2009

  1. Rosenblatt, M. (1956). "Remarks on some nonparametric estimates of a density function". Annals of Mathematical Statistics 27: 832–837. doi:10.1214/aoms/1177728190. 
  2. Parzen, E. (1962). "On estimation of a probability density function and mode". Annals of Mathematical Statistics 33: 1065–1076. doi:10.1214/aoms/1177704472. 

2008