Improving Kernel Methods for Density Estimation in Random Differential Equations Problems

Kernel density estimation is a non-parametric method to estimate the probability density function of a random quantity from a finite data sample. The estimator consists of a kernel function and a smoothing parameter called the bandwidth. Despite its undeniable usefulness, the convergence rate may be...

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Bibliographic Details
Main Authors: Juan Carlos Cortés López, Marc Jornet Sanz
Format: Article
Language:English
Published: MDPI AG 2020-06-01
Series:Mathematical and Computational Applications
Subjects:
Online Access:https://www.mdpi.com/2297-8747/25/2/33