Definition:Kernel Density Estimation/Bandwidth
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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