A novel approach is discussed to choose the bandwidth for kernel density estimation.Based on the Gaussian kernel function, the recursion formula of bandwidth is derived.

 
  • 摘要在未知总体分布的情形下,给出密度核估计中选择窗宽的一个新方法,并在选取高斯核的情形下,推导出计算窗宽的递归公式。
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