Kernel density estimation with adaptive varying window size

  • Authors:
  • Vladimir Katkovnik;Ilya Shmulevich

  • Affiliations:
  • Kwangju Institute of Science and Technology, Kwangju, South Korea;University of Texas M.D. Anderson Cancer Center, Houston, TX

  • Venue:
  • Pattern Recognition Letters
  • Year:
  • 2002

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Abstract

A new method of kernel density estimation with a varying adaptive window size is proposed. It is based on the so-called intersection of confidence intervals (ICI) rule. Several examples of the proposed method are given for different types of densities and the quality of the adaptive density estimate is assessed by means of numerical simulations.