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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-06-01
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Series: | Mathematical and Computational Applications |
Subjects: | |
Online Access: | https://www.mdpi.com/2297-8747/25/2/33 |