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Kernel (statistics)

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

Index

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
cluster analysis

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