We consider the Parzen-Rosenblatt kernel density estimate on Rd with data-dependent smoothing factor. Sufficient conditions on the asymptotic behavior of the smoothing factor are given under which the ...
Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...
Kernel density estimates, as commonly applied, generally have no exact model-based interpretation since they violate conditions that define coherent joint distributions. The issue of marginalization ...