What Do Kernel Density Estimators Optimize?

DOI10.1515/2156-6674.1011zbMath1279.62084OpenAlexW2142373740MaRDI QIDQ2870562

Jungmo Yoon, Ivan Mizera, Roger W. Koenker

Publication date: 21 January 2014

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/2156-6674.1011

zbMATH Keywords

heat equationregularizationkernel density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Statistical methods; economic indices and measures (91B82)

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