Definition:Kernel Density Estimation/Bandwidth

Definition

Let there be $n$ data points of a probability density function $f$:

$x_1, x_2, \ldots, x_n$

For each $x_i$ we can substitute:

$u = \dfrac {x - x_i} h$

to make a function of $x$.

In this context, $h$ is referred to as the bandwidth of $f$.

Also see

• Results about kernel density estimation can be found here.

Sources

• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): bandwidth
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): kernel density estimation