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DENSITY ESTIMATION FOR STATISTICS AND DATA ANALYSIS

Published in Monographs on STATISTICS and Applied Probability, London: Chapman and Hall, ESTIMATION FOR STATISTICS AND SilvermanSchool of Mathematics University of Bath, UKTable of ContentsINTRODUCTIONWhat is DENSITY ESTIMATION ? DENSITY estimates in the exploration and presentation of dataFurther readingSURVEY OF EXISTING METHODSI ntroductionHistogramsThe naive estimatorThe kernel estimatorThe nearest neighbour methodThe variable kernel methodOrthogonal series estimatorsMaximum penalized likelihood estimatorsGeneral weight function estimatorsBounded domains and directional dataDiscussion and bibliography1. What is DENSITY ESTIMATION ?

Maximum penalized likelihood estimators General weight function estimators Bounded domains and directional data Discussion and bibliography 1. INTROUCTION 1.1. What is density estimation? The probability density function is a fundamental concept in statistics. Consider any random quantity X that has probability density function f.

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