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1、IntroductiontoKernelSmoothing0.0060.004Density0.0020.0007008009001000110012001300WilcoxonscoreM.P.Wand&M.C.JonesKernelSmoothingMonographsonStatisticsandAppliedProbabilityChapman&Hall,1995.StefanieScheid-IntroductiontoKernelSmoothing-January5,20041IntroductionHistogramofsomep?values121086D
2、ensity4200.00.20.40.60.81.0p?valuesStefanieScheid-IntroductiontoKernelSmoothing-January5,20042Introduction{Estimationoffunctionssuchasregressionfunctionsorprobabilitydensityfunctions.{Kernel-basedmethodsaremostpopularnon-parametricestimators.{Canuncoverstructuralfeaturesinthedatawhichapar
3、ametricapproachmightnotreveal.StefanieScheid-IntroductiontoKernelSmoothing-January5,20043UnivariatekerneldensityestimatorGivenarandomsampleX1;:::;Xnwithacontinuous,univariatedensityf.Thekerneldensityestimatorisnf^(x;h)=1Xx
