Signed variable optimal kernel for non-parametric density estimation

2021/02/15 by Formica, M. R., Ostrovsky, E., Sirota, L.
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2102.07858

Abstract

We derive the optimal signed variable in general case kernels for the classical statistic density estimation, which are some generalization of the famous Epanechnikov's ones.

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