Multivariate kernel density estimation

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Multivariate kernel density estimation

Statistics is a field of quantitative analysis concerned with quantifying uncertainty. The main building block of statistical analysis is a random variable. A random variable is a mathematics function which assigns a numerical value to each possible value of the variable of interest. The complete behaviour of a random variable is contained in its distribution function.


estimating is a fundamental question in the field of statistics.

In statistics, kernel density estimation (or Parzen window method, named after Emanuel Parzen) is a non-parametric way of estimating the probability density function of a random variable. As an illustration, given some data about a sample of a population, kernel density estimation makes it possible to extrapolate the data to the entire population.


Motivation

References