Definition:Kernel Density Estimation/Usage
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Kernel Density Estimation: Usage
When using kernel density estimation, the choice of bandwidth has a strong influence on the estimaate.
Rules exist enabling the user to select a bandwidth which avoids either:
- overemphasizing local irregularities
or:
- obtaining an oversmoothed estimate.
The method is highly computation intensive.
Sources
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): kernel density estimation