Knowledge (XXG)

Kernel (statistics)

Source 📝

3026: 1458: 2172: 2907: 1826: 2687: 2527: 1277: 43: 2019: 1643: 1101: 2358: 821: 195:
distributions, the normalization factors are generally ignored during the calculations, and only the kernel considered. At the end, the form of the kernel is examined, and if it matches a known distribution, the normalization factor can be reinstated. Otherwise, it may be unnecessary (for example,
2901: 342: 454: 2314: 2166: 1975: 2681: 3310: 776: 2774: 707: 1782: 1599: 2521: 2234: 1414: 958: 216: 2968: 1006: 171:(pmf) is the form of the pdf or pmf in which any factors that are not functions of any of the variables in the domain are omitted. Note that such factors may well be functions of the 2401: 2437: 2760: 2724: 2564: 1057: 2078: 1885: 2049: 2593: 1856: 1702: 1673: 1517: 1488: 1336: 1307: 1167: 1138: 1233: 484: 2351: 2012: 1819: 1636: 1451: 1270: 1094: 888: 2196: 2930: 849: 504: 828:
Several types of kernel functions are commonly used: uniform, triangle, Epanechnikov, quartic (biweight), tricube, triweight, Gaussian, quadratic and cosine.
353: 2248: 3009: 3345: 2094: 60: 3047: 1899: 2609: 3418: 3069: 126: 3233: 2896:{\displaystyle K(u)={\frac {1}{2}}e^{-{\frac {|u|}{\sqrt {2}}}}\cdot \sin \left({\frac {|u|}{\sqrt {2}}}+{\frac {\pi }{4}}\right)} 515: 720: 107: 645: 79: 64: 184: 785:. The second requirement ensures that the average of the corresponding distribution is equal to that of the sample used. 86: 3433: 1716: 1533: 782: 207: 164: 2453: 3040: 3034: 337:{\displaystyle p(x|\mu ,\sigma ^{2})={\frac {1}{\sqrt {2\pi \sigma ^{2}}}}e^{-{\frac {(x-\mu )^{2}}{2\sigma ^{2}}}}} 523: 93: 2203: 1355: 53: 2984: 913: 561: 168: 3051: 2937: 964: 3428: 2999: 1345: 553: 180: 75: 2366: 2408: 577: 31: 2731: 2695: 2535: 3387: 1020: 459:
Note that the factor in front of the exponential has been omitted, even though it contains the parameter
2446: 2056: 1863: 852: 2027: 631:
For most applications, it is desirable to define the function to satisfy two additional requirements:
199:
For many distributions, the kernel can be written in closed form, but not the normalization constant.
3423: 3197: 635: 621: 176: 2571: 1834: 1680: 1651: 1495: 1466: 1314: 1285: 1145: 1116: 3392: 2087: 527: 203: 160: 1181: 3004: 462: 3130:
Epanechnikov, V. A. (1969). "Non-Parametric Estimation of a Multivariate Probability Density".
2320: 1981: 1788: 1605: 1420: 1239: 1063: 100: 3341: 2994: 573: 188: 3378:
Comaniciu, D; Meer, P (2002). "Mean shift: A robust approach toward feature space analysis".
3397: 3213: 3204:(1988). "Locally weighted regression: An approach to regression analysis by local fitting". 3177: 3169: 3139: 3109: 2602: 858: 593: 589: 569: 547: 535: 531: 3358: 3201: 2989: 1106: 612: 565: 192: 148: 2180: 603:
Commonly, kernel widths must also be specified when running a non-parametric estimation.
812:), where λ > 0. This can be used to select a scale that is appropriate for the data. 781:
The first requirement ensures that the method of kernel density estimation results in a
2915: 834: 557: 519: 489: 151:. The term "kernel" has several distinct meanings in different branches of statistics. 449:{\displaystyle p(x|\mu ,\sigma ^{2})\propto e^{-{\frac {(x-\mu )^{2}}{2\sigma ^{2}}}}} 3412: 3014: 597: 3217: 3173: 3160:(1992). "An introduction to kernel and nearest neighbor nonparametric regression". 3157: 1457: 618: 2171: 585: 581: 42: 2906: 1825: 3114: 3097: 2686: 2526: 1276: 624: 144: 187:, most sampling algorithms ignore the normalization factor. In addition, in 2018: 1642: 1100: 172: 17: 2357: 596:. An additional use is in the estimation of a time-varying intensity for a 2309:{\displaystyle K(u)={\frac {\pi }{4}}\cos \left({\frac {\pi }{2}}u\right)} 3401: 2161:{\displaystyle K(u)={\frac {1}{\sqrt {2\pi }}}e^{-{\frac {1}{2}}u^{2}}} 3182: 600:
where window functions (kernels) are convolved with time-series data.
3143: 820: 534:
on data in an implicit space. This usage is particularly common in
3098:"Estimation of a probability density function and its derivatives" 1970:{\displaystyle K(u)={\frac {70}{81}}(1-{\left|u\right|}^{3})^{3}} 3359:"APPLIED SMOOTHING TECHNIQUES Part 1: Kernel Density Estimation" 2676:{\displaystyle K(u)={\frac {2}{\pi }}{\frac {1}{e^{u}+e^{-u}}}} 3380:
IEEE Transactions on Pattern Analysis and Machine Intelligence
3019: 36: 3305:{\displaystyle {\sqrt {\int u^{2}K(u)\,du}}\int K(u)^{2}\,du} 183:, and are unnecessary in many situations. For example, in 771:{\displaystyle K(-u)=K(u){\mbox{ for all values of }}u\,.} 702:{\displaystyle \int _{-\infty }^{+\infty }K(u)\,du=1\,;} 824:
All of the kernels below in a common coordinate system.
968: 917: 755: 486:, because it is not a function of the domain variable 3236: 2940: 2918: 2777: 2734: 2698: 2612: 2574: 2538: 2456: 2411: 2369: 2323: 2251: 2206: 2183: 2097: 2059: 2030: 1984: 1902: 1866: 1837: 1791: 1719: 1683: 1654: 1608: 1536: 1498: 1469: 1423: 1358: 1317: 1288: 1242: 1184: 1148: 1119: 1066: 1023: 967: 916: 861: 837: 723: 648: 492: 465: 356: 219: 196:
if the distribution only needs to be sampled from).
3324:
Density Estimation for Statistics and Data Analysis
175:of the pdf or pmf. These factors form part of the 67:. Unsourced material may be challenged and removed. 3304: 2962: 2924: 2895: 2754: 2718: 2675: 2587: 2558: 2515: 2431: 2395: 2345: 2308: 2228: 2190: 2160: 2072: 2043: 2006: 1969: 1879: 1850: 1813: 1777:{\displaystyle K(u)={\frac {35}{32}}(1-u^{2})^{3}} 1776: 1696: 1667: 1630: 1594:{\displaystyle K(u)={\frac {15}{16}}(1-u^{2})^{2}} 1593: 1511: 1482: 1445: 1408: 1330: 1301: 1264: 1227: 1161: 1132: 1088: 1051: 1000: 952: 882: 843: 770: 701: 498: 478: 448: 336: 2516:{\displaystyle K(u)={\frac {1}{e^{u}+2+e^{-u}}}} 3338:Nonparametric Econometrics: Theory and Practice 3206:Journal of the American Statistical Association 1010:Efficiency relative to the Epanechnikov kernel 580:of a random variable. Kernels are also used in 8: 2229:{\displaystyle {\frac {1}{2{\sqrt {\pi }}}}} 1409:{\displaystyle K(u)={\frac {3}{4}}(1-u^{2})} 518:is used in the suite of techniques known as 953:{\displaystyle \textstyle \int u^{2}K(u)du} 560:estimation techniques. Kernels are used in 556:, a kernel is a weighting function used in 2963:{\displaystyle {\frac {3{\sqrt {2}}}{16}}} 1001:{\displaystyle \textstyle \int K(u)^{2}du} 896: 3391: 3295: 3289: 3264: 3246: 3237: 3235: 3181: 3113: 3070:Learn how and when to remove this message 2947: 2941: 2939: 2917: 2878: 2862: 2854: 2851: 2822: 2814: 2811: 2807: 2793: 2776: 2744: 2735: 2733: 2705: 2699: 2697: 2661: 2648: 2638: 2628: 2611: 2575: 2573: 2545: 2539: 2537: 2501: 2482: 2472: 2455: 2418: 2412: 2410: 2385: 2376: 2368: 2332: 2324: 2322: 2288: 2267: 2250: 2216: 2207: 2205: 2187: 2182: 2150: 2136: 2132: 2113: 2096: 2060: 2058: 2031: 2029: 1993: 1985: 1983: 1961: 1951: 1938: 1918: 1901: 1867: 1865: 1838: 1836: 1800: 1792: 1790: 1768: 1758: 1735: 1718: 1684: 1682: 1655: 1653: 1617: 1609: 1607: 1585: 1575: 1552: 1535: 1499: 1497: 1470: 1468: 1432: 1424: 1422: 1397: 1374: 1357: 1318: 1316: 1289: 1287: 1251: 1243: 1241: 1217: 1209: 1183: 1149: 1147: 1120: 1118: 1075: 1067: 1065: 1039: 1022: 985: 966: 925: 915: 860: 836: 764: 754: 722: 695: 682: 661: 653: 647: 491: 470: 464: 435: 420: 401: 397: 381: 366: 355: 323: 308: 289: 285: 272: 256: 244: 229: 218: 127:Learn how and when to remove this message 3033:This article includes a list of general 819: 3088: 2396:{\displaystyle 1-{\frac {8}{\pi ^{2}}}} 3010:Multivariate kernel density estimation 2432:{\displaystyle {\frac {\pi ^{2}}{16}}} 3102:The Annals of Mathematical Statistics 2755:{\displaystyle {\frac {2}{\pi ^{2}}}} 2719:{\displaystyle {\frac {\pi ^{2}}{4}}} 2559:{\displaystyle {\frac {\pi ^{2}}{3}}} 792:is a kernel, then so is the function 7: 65:adding citations to reliable sources 3336:Li, Qi; Racine, Jeffrey S. (2007). 1052:{\displaystyle K(u)={\frac {1}{2}}} 3039:it lacks sufficient corresponding 2073:{\displaystyle {\frac {175}{247}}} 1880:{\displaystyle {\frac {350}{429}}} 665: 657: 25: 2044:{\displaystyle {\frac {35}{243}}} 3096:Schuster, Eugene (August 1969). 3024: 2905: 2685: 2525: 2356: 2170: 2017: 1824: 1641: 1456: 1275: 1099: 516:reproducing kernel Hilbert space 41: 1015:Uniform ("rectangular window") 52:needs additional citations for 3340:. Princeton University Press. 3286: 3279: 3261: 3255: 3218:10.1080/01621459.1988.10478639 3174:10.1080/00031305.1992.10475879 2863: 2855: 2823: 2815: 2787: 2781: 2622: 2616: 2588:{\displaystyle {\frac {1}{6}}} 2466: 2460: 2333: 2325: 2261: 2255: 2107: 2101: 1994: 1986: 1958: 1928: 1912: 1906: 1851:{\displaystyle {\frac {1}{9}}} 1801: 1793: 1765: 1745: 1729: 1723: 1697:{\displaystyle {\frac {5}{7}}} 1668:{\displaystyle {\frac {1}{7}}} 1618: 1610: 1582: 1562: 1546: 1540: 1512:{\displaystyle {\frac {3}{5}}} 1483:{\displaystyle {\frac {1}{5}}} 1433: 1425: 1403: 1384: 1368: 1362: 1331:{\displaystyle {\frac {2}{3}}} 1302:{\displaystyle {\frac {1}{6}}} 1252: 1244: 1222: 1218: 1210: 1200: 1194: 1188: 1162:{\displaystyle {\frac {1}{2}}} 1133:{\displaystyle {\frac {1}{3}}} 1076: 1068: 1033: 1027: 982: 975: 940: 934: 871: 865: 816:Kernel functions in common use 751: 745: 736: 727: 679: 673: 417: 404: 387: 367: 360: 305: 292: 250: 230: 223: 1: 757: for all values of  347:and the associated kernel is 185:pseudo-random number sampling 159:In statistics, especially in 1228:{\displaystyle K(u)=(1-|u|)} 783:probability density function 208:probability density function 165:probability density function 3326:. Chapman and Hall, London. 894:lying outside the support. 479:{\displaystyle \sigma ^{2}} 3450: 610: 545: 524:statistical classification 29: 3322:Silverman, B. W. (1986). 3230:Efficiency is defined as 3162:The American Statistician 2985:Kernel density estimation 2346:{\displaystyle |u|\leq 1} 2007:{\displaystyle |u|\leq 1} 1814:{\displaystyle |u|\leq 1} 1631:{\displaystyle |u|\leq 1} 1446:{\displaystyle |u|\leq 1} 1265:{\displaystyle |u|\leq 1} 1089:{\displaystyle |u|\leq 1} 899: 562:kernel density estimation 522:to perform tasks such as 169:probability mass function 3419:Nonparametric statistics 3000:Positive-definite kernel 851:is given with a bounded 592:where they are known as 554:nonparametric statistics 542:Nonparametric statistics 181:probability distribution 76:"Kernel" statistics 3115:10.1214/aoms/1177697495 3054:more precise citations. 831:In the table below, if 578:conditional expectation 32:Kernel (disambiguation) 3306: 2964: 2926: 2897: 2756: 2720: 2677: 2589: 2560: 2517: 2433: 2397: 2347: 2310: 2230: 2192: 2162: 2074: 2045: 2008: 1971: 1881: 1852: 1815: 1778: 1698: 1669: 1632: 1595: 1513: 1484: 1447: 1410: 1332: 1303: 1266: 1229: 1163: 1134: 1090: 1053: 1002: 954: 884: 883:{\displaystyle K(u)=0} 845: 825: 772: 703: 500: 480: 450: 338: 3307: 2965: 2927: 2898: 2757: 2721: 2678: 2590: 2561: 2518: 2434: 2398: 2348: 2311: 2231: 2193: 2163: 2075: 2046: 2009: 1972: 1882: 1853: 1816: 1779: 1699: 1670: 1633: 1596: 1514: 1485: 1448: 1411: 1333: 1304: 1267: 1230: 1164: 1135: 1091: 1054: 1003: 955: 885: 846: 823: 773: 704: 611:Further information: 546:Further information: 501: 481: 451: 339: 3234: 2938: 2916: 2775: 2732: 2696: 2610: 2572: 2536: 2454: 2409: 2367: 2321: 2249: 2204: 2181: 2095: 2057: 2028: 1982: 1900: 1864: 1835: 1789: 1717: 1681: 1652: 1606: 1534: 1496: 1467: 1421: 1356: 1315: 1286: 1240: 1182: 1146: 1117: 1064: 1021: 965: 914: 859: 835: 721: 646: 584:, in the use of the 490: 463: 354: 217: 177:normalization factor 145:statistical analysis 61:improve this article 30:For other uses, see 3434:Bayesian statistics 3132:Theory Probab. Appl 2191:{\displaystyle 1\,} 669: 528:regression analysis 204:normal distribution 161:Bayesian statistics 155:Bayesian statistics 3402:10.1109/34.1000236 3357:Zucchini, Walter. 3302: 3005:Density estimation 2960: 2922: 2893: 2752: 2716: 2673: 2585: 2556: 2513: 2429: 2393: 2343: 2306: 2226: 2188: 2158: 2070: 2041: 2004: 1967: 1877: 1848: 1811: 1774: 1694: 1665: 1628: 1591: 1509: 1480: 1443: 1406: 1328: 1299: 1262: 1225: 1159: 1130: 1086: 1049: 998: 997: 950: 949: 900:Kernel Functions, 880: 841: 826: 768: 759: 699: 649: 496: 476: 446: 334: 202:An example is the 163:, the kernel of a 3347:978-0-691-12161-1 3271: 3080: 3079: 3072: 2995:Stochastic kernel 2976: 2975: 2958: 2952: 2925:{\displaystyle 0} 2886: 2873: 2872: 2833: 2832: 2801: 2769:Silverman kernel 2750: 2714: 2671: 2636: 2583: 2554: 2511: 2427: 2391: 2296: 2275: 2224: 2221: 2144: 2126: 2125: 2068: 2039: 1926: 1875: 1846: 1743: 1692: 1663: 1560: 1507: 1478: 1382: 1326: 1297: 1157: 1128: 1047: 844:{\displaystyle K} 758: 574:kernel regression 570:density functions 499:{\displaystyle x} 442: 330: 279: 278: 189:Bayesian analysis 137: 136: 129: 111: 16:(Redirected from 3441: 3405: 3395: 3372: 3370: 3368: 3363: 3351: 3328: 3327: 3319: 3313: 3311: 3309: 3308: 3303: 3294: 3293: 3272: 3251: 3250: 3238: 3228: 3222: 3221: 3212:(403): 596–610. 3198:Cleveland, W. S. 3194: 3188: 3187: 3185: 3154: 3148: 3147: 3126: 3120: 3119: 3117: 3108:(4): 1187-1195. 3093: 3075: 3068: 3064: 3061: 3055: 3050:this article by 3041:inline citations 3028: 3027: 3020: 2969: 2967: 2966: 2961: 2959: 2954: 2953: 2948: 2942: 2931: 2929: 2928: 2923: 2909: 2902: 2900: 2899: 2894: 2892: 2888: 2887: 2879: 2874: 2868: 2867: 2866: 2858: 2852: 2836: 2835: 2834: 2828: 2827: 2826: 2818: 2812: 2802: 2794: 2761: 2759: 2758: 2753: 2751: 2749: 2748: 2736: 2725: 2723: 2722: 2717: 2715: 2710: 2709: 2700: 2689: 2682: 2680: 2679: 2674: 2672: 2670: 2669: 2668: 2653: 2652: 2639: 2637: 2629: 2603:Sigmoid function 2594: 2592: 2591: 2586: 2584: 2576: 2565: 2563: 2562: 2557: 2555: 2550: 2549: 2540: 2529: 2522: 2520: 2519: 2514: 2512: 2510: 2509: 2508: 2487: 2486: 2473: 2438: 2436: 2435: 2430: 2428: 2423: 2422: 2413: 2402: 2400: 2399: 2394: 2392: 2390: 2389: 2377: 2360: 2352: 2350: 2349: 2344: 2336: 2328: 2315: 2313: 2312: 2307: 2305: 2301: 2297: 2289: 2276: 2268: 2235: 2233: 2232: 2227: 2225: 2223: 2222: 2217: 2208: 2197: 2195: 2194: 2189: 2174: 2167: 2165: 2164: 2159: 2157: 2156: 2155: 2154: 2145: 2137: 2127: 2118: 2114: 2079: 2077: 2076: 2071: 2069: 2061: 2050: 2048: 2047: 2042: 2040: 2032: 2021: 2013: 2011: 2010: 2005: 1997: 1989: 1976: 1974: 1973: 1968: 1966: 1965: 1956: 1955: 1950: 1949: 1927: 1919: 1886: 1884: 1883: 1878: 1876: 1868: 1857: 1855: 1854: 1849: 1847: 1839: 1828: 1820: 1818: 1817: 1812: 1804: 1796: 1783: 1781: 1780: 1775: 1773: 1772: 1763: 1762: 1744: 1736: 1703: 1701: 1700: 1695: 1693: 1685: 1674: 1672: 1671: 1666: 1664: 1656: 1645: 1637: 1635: 1634: 1629: 1621: 1613: 1600: 1598: 1597: 1592: 1590: 1589: 1580: 1579: 1561: 1553: 1518: 1516: 1515: 1510: 1508: 1500: 1489: 1487: 1486: 1481: 1479: 1471: 1460: 1452: 1450: 1449: 1444: 1436: 1428: 1415: 1413: 1412: 1407: 1402: 1401: 1383: 1375: 1337: 1335: 1334: 1329: 1327: 1319: 1308: 1306: 1305: 1300: 1298: 1290: 1279: 1271: 1269: 1268: 1263: 1255: 1247: 1234: 1232: 1231: 1226: 1221: 1213: 1168: 1166: 1165: 1160: 1158: 1150: 1139: 1137: 1136: 1131: 1129: 1121: 1103: 1095: 1093: 1092: 1087: 1079: 1071: 1058: 1056: 1055: 1050: 1048: 1040: 1007: 1005: 1004: 999: 990: 989: 959: 957: 956: 951: 930: 929: 897: 889: 887: 886: 881: 850: 848: 847: 842: 777: 775: 774: 769: 760: 756: 708: 706: 705: 700: 668: 660: 594:window functions 590:spectral density 588:to estimate the 576:to estimate the 566:random variables 548:Kernel smoothing 536:machine learning 532:cluster analysis 514:The kernel of a 510:Pattern analysis 505: 503: 502: 497: 485: 483: 482: 477: 475: 474: 455: 453: 452: 447: 445: 444: 443: 441: 440: 439: 426: 425: 424: 402: 386: 385: 370: 343: 341: 340: 335: 333: 332: 331: 329: 328: 327: 314: 313: 312: 290: 280: 277: 276: 261: 257: 249: 248: 233: 132: 125: 121: 118: 112: 110: 69: 45: 37: 21: 3449: 3448: 3444: 3443: 3442: 3440: 3439: 3438: 3429:Point processes 3409: 3408: 3377: 3366: 3364: 3361: 3356: 3348: 3335: 3332: 3331: 3321: 3320: 3316: 3285: 3242: 3232: 3231: 3229: 3225: 3196: 3195: 3191: 3156: 3155: 3151: 3144:10.1137/1114019 3129: 3127: 3123: 3095: 3094: 3090: 3085: 3076: 3065: 3059: 3056: 3046:Please help to 3045: 3029: 3025: 2990:Kernel smoother 2981: 2972:not applicable 2943: 2936: 2935: 2914: 2913: 2853: 2850: 2846: 2813: 2803: 2773: 2772: 2740: 2730: 2729: 2701: 2694: 2693: 2657: 2644: 2643: 2608: 2607: 2570: 2569: 2541: 2534: 2533: 2497: 2478: 2477: 2452: 2451: 2414: 2407: 2406: 2381: 2365: 2364: 2319: 2318: 2287: 2283: 2247: 2246: 2212: 2202: 2201: 2179: 2178: 2146: 2128: 2093: 2092: 2055: 2054: 2026: 2025: 1980: 1979: 1957: 1939: 1937: 1898: 1897: 1862: 1861: 1833: 1832: 1787: 1786: 1764: 1754: 1715: 1714: 1679: 1678: 1650: 1649: 1604: 1603: 1581: 1571: 1532: 1531: 1527: 1494: 1493: 1465: 1464: 1419: 1418: 1393: 1354: 1353: 1313: 1312: 1284: 1283: 1238: 1237: 1180: 1179: 1144: 1143: 1115: 1114: 1107:Boxcar function 1062: 1061: 1019: 1018: 981: 963: 962: 921: 912: 911: 857: 856: 833: 832: 818: 719: 718: 644: 643: 615: 613:Integral kernel 609: 550: 544: 512: 488: 487: 466: 461: 460: 431: 427: 416: 403: 393: 377: 352: 351: 319: 315: 304: 291: 281: 268: 240: 215: 214: 193:conjugate prior 157: 149:window function 133: 122: 116: 113: 70: 68: 58: 46: 35: 28: 27:Window function 23: 22: 15: 12: 11: 5: 3447: 3445: 3437: 3436: 3431: 3426: 3421: 3411: 3410: 3407: 3406: 3393:10.1.1.76.8968 3386:(5): 603–619. 3374: 3373: 3353: 3352: 3346: 3330: 3329: 3314: 3301: 3298: 3292: 3288: 3284: 3281: 3278: 3275: 3270: 3267: 3263: 3260: 3257: 3254: 3249: 3245: 3241: 3223: 3189: 3168:(3): 175–185. 3149: 3138:(1): 153–158. 3121: 3087: 3086: 3084: 3081: 3078: 3077: 3032: 3030: 3023: 3018: 3017: 3012: 3007: 3002: 2997: 2992: 2987: 2980: 2977: 2974: 2973: 2970: 2957: 2951: 2946: 2932: 2921: 2910: 2903: 2891: 2885: 2882: 2877: 2871: 2865: 2861: 2857: 2849: 2845: 2842: 2839: 2831: 2825: 2821: 2817: 2810: 2806: 2800: 2797: 2792: 2789: 2786: 2783: 2780: 2770: 2766: 2765: 2762: 2747: 2743: 2739: 2726: 2713: 2708: 2704: 2690: 2683: 2667: 2664: 2660: 2656: 2651: 2647: 2642: 2635: 2632: 2627: 2624: 2621: 2618: 2615: 2605: 2599: 2598: 2595: 2582: 2579: 2566: 2553: 2548: 2544: 2530: 2523: 2507: 2504: 2500: 2496: 2493: 2490: 2485: 2481: 2476: 2471: 2468: 2465: 2462: 2459: 2449: 2443: 2442: 2439: 2426: 2421: 2417: 2403: 2388: 2384: 2380: 2375: 2372: 2361: 2354: 2342: 2339: 2335: 2331: 2327: 2304: 2300: 2295: 2292: 2286: 2282: 2279: 2274: 2271: 2266: 2263: 2260: 2257: 2254: 2244: 2240: 2239: 2236: 2220: 2215: 2211: 2198: 2186: 2175: 2168: 2153: 2149: 2143: 2140: 2135: 2131: 2124: 2121: 2117: 2112: 2109: 2106: 2103: 2100: 2090: 2084: 2083: 2080: 2067: 2064: 2051: 2038: 2035: 2022: 2015: 2003: 2000: 1996: 1992: 1988: 1964: 1960: 1954: 1948: 1945: 1942: 1936: 1933: 1930: 1925: 1922: 1917: 1914: 1911: 1908: 1905: 1895: 1891: 1890: 1887: 1874: 1871: 1858: 1845: 1842: 1829: 1822: 1810: 1807: 1803: 1799: 1795: 1771: 1767: 1761: 1757: 1753: 1750: 1747: 1742: 1739: 1734: 1731: 1728: 1725: 1722: 1712: 1708: 1707: 1704: 1691: 1688: 1675: 1662: 1659: 1646: 1639: 1627: 1624: 1620: 1616: 1612: 1588: 1584: 1578: 1574: 1570: 1567: 1564: 1559: 1556: 1551: 1548: 1545: 1542: 1539: 1529: 1523: 1522: 1519: 1506: 1503: 1490: 1477: 1474: 1461: 1454: 1442: 1439: 1435: 1431: 1427: 1405: 1400: 1396: 1392: 1389: 1386: 1381: 1378: 1373: 1370: 1367: 1364: 1361: 1351: 1342: 1341: 1338: 1325: 1322: 1309: 1296: 1293: 1280: 1273: 1261: 1258: 1254: 1250: 1246: 1224: 1220: 1216: 1212: 1208: 1205: 1202: 1199: 1196: 1193: 1190: 1187: 1177: 1173: 1172: 1169: 1156: 1153: 1140: 1127: 1124: 1111: 1097: 1085: 1082: 1078: 1074: 1070: 1046: 1043: 1038: 1035: 1032: 1029: 1026: 1016: 1012: 1011: 1008: 996: 993: 988: 984: 980: 977: 974: 971: 960: 948: 945: 942: 939: 936: 933: 928: 924: 920: 909: 890:for values of 879: 876: 873: 870: 867: 864: 840: 817: 814: 779: 778: 767: 763: 753: 750: 747: 744: 741: 738: 735: 732: 729: 726: 715: 714: 710: 709: 698: 694: 691: 688: 685: 681: 678: 675: 672: 667: 664: 659: 656: 652: 640: 639: 617:A kernel is a 608: 605: 558:non-parametric 543: 540: 520:kernel methods 511: 508: 495: 473: 469: 457: 456: 438: 434: 430: 423: 419: 415: 412: 409: 406: 400: 396: 392: 389: 384: 380: 376: 373: 369: 365: 362: 359: 345: 344: 326: 322: 318: 311: 307: 303: 300: 297: 294: 288: 284: 275: 271: 267: 264: 260: 255: 252: 247: 243: 239: 236: 232: 228: 225: 222: 156: 153: 147:to refer to a 135: 134: 49: 47: 40: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 3446: 3435: 3432: 3430: 3427: 3425: 3422: 3420: 3417: 3416: 3414: 3403: 3399: 3394: 3389: 3385: 3381: 3376: 3375: 3360: 3355: 3354: 3349: 3343: 3339: 3334: 3333: 3325: 3318: 3315: 3299: 3296: 3290: 3282: 3276: 3273: 3268: 3265: 3258: 3252: 3247: 3243: 3239: 3227: 3224: 3219: 3215: 3211: 3207: 3203: 3202:Devlin, S. J. 3199: 3193: 3190: 3184: 3179: 3175: 3171: 3167: 3163: 3159: 3158:Altman, N. S. 3153: 3150: 3145: 3141: 3137: 3133: 3125: 3122: 3116: 3111: 3107: 3103: 3099: 3092: 3089: 3082: 3074: 3071: 3063: 3053: 3049: 3043: 3042: 3036: 3031: 3022: 3021: 3016: 3015:Kernel method 3013: 3011: 3008: 3006: 3003: 3001: 2998: 2996: 2993: 2991: 2988: 2986: 2983: 2982: 2978: 2971: 2955: 2949: 2944: 2933: 2919: 2911: 2908: 2904: 2889: 2883: 2880: 2875: 2869: 2859: 2847: 2843: 2840: 2837: 2829: 2819: 2808: 2804: 2798: 2795: 2790: 2784: 2778: 2771: 2768: 2767: 2763: 2745: 2741: 2737: 2727: 2711: 2706: 2702: 2691: 2688: 2684: 2665: 2662: 2658: 2654: 2649: 2645: 2640: 2633: 2630: 2625: 2619: 2613: 2606: 2604: 2601: 2600: 2596: 2580: 2577: 2567: 2551: 2546: 2542: 2531: 2528: 2524: 2505: 2502: 2498: 2494: 2491: 2488: 2483: 2479: 2474: 2469: 2463: 2457: 2450: 2448: 2445: 2444: 2440: 2424: 2419: 2415: 2404: 2386: 2382: 2378: 2373: 2370: 2362: 2359: 2355: 2353: 2340: 2337: 2329: 2302: 2298: 2293: 2290: 2284: 2280: 2277: 2272: 2269: 2264: 2258: 2252: 2245: 2242: 2241: 2237: 2218: 2213: 2209: 2199: 2184: 2176: 2173: 2169: 2151: 2147: 2141: 2138: 2133: 2129: 2122: 2119: 2115: 2110: 2104: 2098: 2091: 2089: 2086: 2085: 2081: 2065: 2062: 2052: 2036: 2033: 2023: 2020: 2016: 2014: 2001: 1998: 1990: 1962: 1952: 1946: 1943: 1940: 1934: 1931: 1923: 1920: 1915: 1909: 1903: 1896: 1893: 1892: 1888: 1872: 1869: 1859: 1843: 1840: 1830: 1827: 1823: 1821: 1808: 1805: 1797: 1769: 1759: 1755: 1751: 1748: 1740: 1737: 1732: 1726: 1720: 1713: 1710: 1709: 1705: 1689: 1686: 1676: 1660: 1657: 1647: 1644: 1640: 1638: 1625: 1622: 1614: 1586: 1576: 1572: 1568: 1565: 1557: 1554: 1549: 1543: 1537: 1530: 1525: 1524: 1520: 1504: 1501: 1491: 1475: 1472: 1462: 1459: 1455: 1453: 1440: 1437: 1429: 1398: 1394: 1390: 1387: 1379: 1376: 1371: 1365: 1359: 1352: 1350: 1347: 1344: 1343: 1339: 1323: 1320: 1310: 1294: 1291: 1281: 1278: 1274: 1272: 1259: 1256: 1248: 1214: 1206: 1203: 1197: 1191: 1185: 1178: 1175: 1174: 1170: 1154: 1151: 1141: 1125: 1122: 1112: 1110: 1108: 1102: 1098: 1096: 1083: 1080: 1072: 1044: 1041: 1036: 1030: 1024: 1017: 1014: 1013: 1009: 994: 991: 986: 978: 972: 969: 961: 946: 943: 937: 931: 926: 922: 918: 910: 907: 903: 898: 895: 893: 877: 874: 868: 862: 854: 838: 829: 822: 815: 813: 811: 807: 803: 799: 796:* defined by 795: 791: 786: 784: 765: 761: 748: 742: 739: 733: 730: 724: 717: 716: 712: 711: 696: 692: 689: 686: 683: 676: 670: 662: 654: 650: 642: 641: 637: 636:Normalization 634: 633: 632: 630: 626: 623: 620: 614: 606: 604: 601: 599: 598:point process 595: 591: 587: 583: 579: 575: 571: 567: 563: 559: 555: 549: 541: 539: 537: 533: 529: 525: 521: 517: 509: 507: 493: 471: 467: 436: 432: 428: 421: 413: 410: 407: 398: 394: 390: 382: 378: 374: 371: 363: 357: 350: 349: 348: 324: 320: 316: 309: 301: 298: 295: 286: 282: 273: 269: 265: 262: 258: 253: 245: 241: 237: 234: 226: 220: 213: 212: 211: 209: 205: 200: 197: 194: 190: 186: 182: 178: 174: 170: 166: 162: 154: 152: 150: 146: 142: 131: 128: 120: 109: 106: 102: 99: 95: 92: 88: 85: 81: 78: –  77: 73: 72:Find sources: 66: 62: 56: 55: 50:This article 48: 44: 39: 38: 33: 19: 3383: 3379: 3365:. Retrieved 3337: 3323: 3317: 3226: 3209: 3205: 3192: 3165: 3161: 3152: 3135: 3131: 3124: 3105: 3101: 3091: 3066: 3057: 3038: 2316: 1977: 1784: 1601: 1416: 1349:(parabolic) 1348: 1346:Epanechnikov 1235: 1104: 1059: 905: 901: 891: 830: 827: 809: 805: 801: 797: 793: 789: 787: 780: 628: 619:non-negative 616: 602: 564:to estimate 551: 513: 458: 346: 201: 198: 158: 140: 138: 123: 114: 104: 97: 90: 83: 71: 59:Please help 54:verification 51: 18:Epanechnikov 3424:Time series 3367:6 September 3052:introducing 1528:(biweight) 1176:Triangular 622:real-valued 586:periodogram 582:time-series 143:is used in 3413:Categories 3183:1813/31637 3128:Named for 3083:References 3035:references 1711:Triweight 625:integrable 607:Definition 173:parameters 87:newspapers 3388:CiteSeerX 3274:∫ 3240:∫ 2881:π 2844:⁡ 2838:⋅ 2809:− 2742:π 2703:π 2663:− 2634:π 2543:π 2503:− 2416:π 2383:π 2374:− 2338:≤ 2317:Support: 2291:π 2281:⁡ 2270:π 2219:π 2134:− 2123:π 1999:≤ 1978:Support: 1935:− 1806:≤ 1785:Support: 1752:− 1623:≤ 1602:Support: 1569:− 1438:≤ 1417:Support: 1391:− 1257:≤ 1236:Support: 1207:− 1081:≤ 1060:Support: 970:∫ 919:∫ 731:− 713:Symmetry: 666:∞ 658:∞ 655:− 651:∫ 627:function 468:σ 433:σ 414:μ 411:− 399:− 391:∝ 379:σ 372:μ 321:σ 302:μ 299:− 287:− 270:σ 266:π 242:σ 235:μ 167:(pdf) or 139:The term 3060:May 2012 2979:See also 2447:Logistic 2088:Gaussian 1894:Tricube 1526:Quartic 572:, or in 117:May 2012 3048:improve 2934:  2912:  2728:  2692:  2568:  2532:  2405:  2363:  2243:Cosine 2200:  2177:  2053:  2024:  1860:  1831:  1677:  1648:  1492:  1463:  1311:  1282:  1142:  1113:  855:, then 853:support 206:. Its 179:of the 101:scholar 3390:  3344:  3037:, but 2764:84.3% 2597:88.7% 2441:99.9% 2238:95.1% 2082:99.8% 1889:98.7% 1706:99.4% 1340:98.6% 1171:92.9% 530:, and 141:kernel 103:  96:  89:  82:  74:  3362:(PDF) 1521:100% 804:) = λ 108:JSTOR 94:books 3369:2018 3342:ISBN 80:news 3398:doi 3214:doi 3178:hdl 3170:doi 3140:doi 3110:doi 2841:sin 2278:cos 2066:247 2063:175 2037:243 1873:429 1870:350 788:If 552:In 210:is 191:of 63:by 3415:: 3396:. 3384:24 3382:. 3210:83 3208:. 3200:; 3176:. 3166:46 3164:. 3136:14 3134:. 3106:40 3104:. 3100:. 2956:16 2425:16 2034:35 1924:81 1921:70 1741:32 1738:35 1558:16 1555:15 1109:" 908:) 808:(λ 800:*( 629:K. 568:' 538:. 526:, 506:. 3404:. 3400:: 3371:. 3350:. 3312:. 3300:u 3297:d 3291:2 3287:) 3283:u 3280:( 3277:K 3269:u 3266:d 3262:) 3259:u 3256:( 3253:K 3248:2 3244:u 3220:. 3216:: 3186:. 3180:: 3172:: 3146:. 3142:: 3118:. 3112:: 3073:) 3067:( 3062:) 3058:( 3044:. 2950:2 2945:3 2920:0 2890:) 2884:4 2876:+ 2870:2 2864:| 2860:u 2856:| 2848:( 2830:2 2824:| 2820:u 2816:| 2805:e 2799:2 2796:1 2791:= 2788:) 2785:u 2782:( 2779:K 2746:2 2738:2 2712:4 2707:2 2666:u 2659:e 2655:+ 2650:u 2646:e 2641:1 2631:2 2626:= 2623:) 2620:u 2617:( 2614:K 2581:6 2578:1 2552:3 2547:2 2506:u 2499:e 2495:+ 2492:2 2489:+ 2484:u 2480:e 2475:1 2470:= 2467:) 2464:u 2461:( 2458:K 2420:2 2387:2 2379:8 2371:1 2341:1 2334:| 2330:u 2326:| 2303:) 2299:u 2294:2 2285:( 2273:4 2265:= 2262:) 2259:u 2256:( 2253:K 2214:2 2210:1 2185:1 2152:2 2148:u 2142:2 2139:1 2130:e 2120:2 2116:1 2111:= 2108:) 2105:u 2102:( 2099:K 2002:1 1995:| 1991:u 1987:| 1963:3 1959:) 1953:3 1947:| 1944:u 1941:| 1932:1 1929:( 1916:= 1913:) 1910:u 1907:( 1904:K 1844:9 1841:1 1809:1 1802:| 1798:u 1794:| 1770:3 1766:) 1760:2 1756:u 1749:1 1746:( 1733:= 1730:) 1727:u 1724:( 1721:K 1690:7 1687:5 1661:7 1658:1 1626:1 1619:| 1615:u 1611:| 1587:2 1583:) 1577:2 1573:u 1566:1 1563:( 1550:= 1547:) 1544:u 1541:( 1538:K 1505:5 1502:3 1476:5 1473:1 1441:1 1434:| 1430:u 1426:| 1404:) 1399:2 1395:u 1388:1 1385:( 1380:4 1377:3 1372:= 1369:) 1366:u 1363:( 1360:K 1324:3 1321:2 1295:6 1292:1 1260:1 1253:| 1249:u 1245:| 1223:) 1219:| 1215:u 1211:| 1204:1 1201:( 1198:= 1195:) 1192:u 1189:( 1186:K 1155:2 1152:1 1126:3 1123:1 1105:" 1084:1 1077:| 1073:u 1069:| 1045:2 1042:1 1037:= 1034:) 1031:u 1028:( 1025:K 995:u 992:d 987:2 983:) 979:u 976:( 973:K 947:u 944:d 941:) 938:u 935:( 932:K 927:2 923:u 906:u 904:( 902:K 892:u 878:0 875:= 872:) 869:u 866:( 863:K 839:K 810:u 806:K 802:u 798:K 794:K 790:K 766:. 762:u 752:) 749:u 746:( 743:K 740:= 737:) 734:u 728:( 725:K 697:; 693:1 690:= 687:u 684:d 680:) 677:u 674:( 671:K 663:+ 638:: 494:x 472:2 437:2 429:2 422:2 418:) 408:x 405:( 395:e 388:) 383:2 375:, 368:| 364:x 361:( 358:p 325:2 317:2 310:2 306:) 296:x 293:( 283:e 274:2 263:2 259:1 254:= 251:) 246:2 238:, 231:| 227:x 224:( 221:p 130:) 124:( 119:) 115:( 105:· 98:· 91:· 84:· 57:. 34:. 20:)

Index

Epanechnikov
Kernel (disambiguation)

verification
improve this article
adding citations to reliable sources
"Kernel" statistics
news
newspapers
books
scholar
JSTOR
Learn how and when to remove this message
statistical analysis
window function
Bayesian statistics
probability density function
probability mass function
parameters
normalization factor
probability distribution
pseudo-random number sampling
Bayesian analysis
conjugate prior
normal distribution
probability density function
reproducing kernel Hilbert space
kernel methods
statistical classification
regression analysis

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.