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4. Probability density estimation using the kernel method
Density function estimation plays a central role in functional estimation; the problem is difficult and the applications are numerous.
The situation is as follows: we observe independent real random variables X 1 ,..., X n with the same law μ of unknown density f, so we have :
The function f is positive or zero and...
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Probability density estimation using the kernel method
Density estimation by projection
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