Nonparametric Density Estimation
Nonparametric Density Estimation
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DOI:
10.1002/9781118555552.ch10
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发表时间:
2013-03
期刊:
影响因子:
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通讯作者:
G. Givens;J. Hoeting
中科院分区:
文献类型:
--
作者:
G. Givens;J. Hoeting
This chapter describes the background material related to the nonparametric density estimation. Techniques such as histograms (together with its extension, known as ASH, see Sect. 2.3), Parzen windows and k-nearest neighbors are at the core of the applications of nonparametric density estimation. For that reason, we decided to include a chapter describing these for the sake of completeness and to allow less experienced readers develop their intuitions in terms of the nonparametric estimation. Most of the material is presented taking into account only the univariate case; extending the results to cover more than one variable, however, is often a straightforward task. The chapter is organized as follows: Sect. 2.2 presents a short overview of the fundamental concepts related to histograms. Section2.3 is devoted to a description of a smart extension of certain well-known histograms aimed at avoiding some of their drawbacks. Section2.4 presents basic concepts related to the nonparametric density estimation. Section2.5 is devoted to the Parzen windows, while Sect. 2.6 to the k-nearest neighbors approach.