Kernel density estimation (KDE) and nonparametric methods form a cornerstone of contemporary statistical analysis. Unlike parametric approaches that assume a specific functional form for the ...
Bandwidth selection in kernel density estimation is one of the fundamental model selection problems of mathematical statistics. The study of this problem took major steps forward with the articles of ...
The KDE procedure performs either univariate or bivariate kernel density estimation. Statistical density estimation involves approximating a hypothesized probability density function from observed ...
Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...
This is a preview. Log in through your library . Abstract A method is proposed for creating a smooth kernel density estimate from a sample of binned data. Simulations indicate that this method ...
Gordon Lee et al introduce a data-driven and model-agnostic approach for computing conditional expectations. The new method combines classical techniques with machine learning methods, in particular ...
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