Exact Boundary Correction Methods for Multivariate Kernel Density Estimation

This paper develops a method to obtain multivariate kernel functions for density estimation problems in which the density function is defined on compact support. If domain-specific knowledge requires certain conditions to be satisfied at the boundary of the support of an unknown density, the propose...

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Main Author: Ji-Yeon Yang
Format: Article
Language:English
Published: MDPI AG 2023-08-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/15/9/1670
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author Ji-Yeon Yang
author_facet Ji-Yeon Yang
author_sort Ji-Yeon Yang
collection DOAJ
description This paper develops a method to obtain multivariate kernel functions for density estimation problems in which the density function is defined on compact support. If domain-specific knowledge requires certain conditions to be satisfied at the boundary of the support of an unknown density, the proposed method incorporates the information contained in the boundary conditions into the kernel density estimators. The proposed method provides an exact kernel function that satisfies the boundary conditions, even for small samples. Existing methods primarily deal with a one-sided boundary in a one-dimensional problem. We consider density in a two-sided interval and extend it to a multi-dimensional problem.
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spelling doaj.art-7efd5d66655a464b8e1d4c013aad03a42023-11-19T13:11:00ZengMDPI AGSymmetry2073-89942023-08-01159167010.3390/sym15091670Exact Boundary Correction Methods for Multivariate Kernel Density EstimationJi-Yeon Yang0Department of Mathematics and Big Data Science, Kumoh National Institute of Technology, 61 Daehak-Ro, Gumi 39177, Republic of KoreaThis paper develops a method to obtain multivariate kernel functions for density estimation problems in which the density function is defined on compact support. If domain-specific knowledge requires certain conditions to be satisfied at the boundary of the support of an unknown density, the proposed method incorporates the information contained in the boundary conditions into the kernel density estimators. The proposed method provides an exact kernel function that satisfies the boundary conditions, even for small samples. Existing methods primarily deal with a one-sided boundary in a one-dimensional problem. We consider density in a two-sided interval and extend it to a multi-dimensional problem.https://www.mdpi.com/2073-8994/15/9/1670kernel density estimationmultivariate density functioncompact supportboundary conditionsnonparametric estimationheat equation
spellingShingle Ji-Yeon Yang
Exact Boundary Correction Methods for Multivariate Kernel Density Estimation
Symmetry
kernel density estimation
multivariate density function
compact support
boundary conditions
nonparametric estimation
heat equation
title Exact Boundary Correction Methods for Multivariate Kernel Density Estimation
title_full Exact Boundary Correction Methods for Multivariate Kernel Density Estimation
title_fullStr Exact Boundary Correction Methods for Multivariate Kernel Density Estimation
title_full_unstemmed Exact Boundary Correction Methods for Multivariate Kernel Density Estimation
title_short Exact Boundary Correction Methods for Multivariate Kernel Density Estimation
title_sort exact boundary correction methods for multivariate kernel density estimation
topic kernel density estimation
multivariate density function
compact support
boundary conditions
nonparametric estimation
heat equation
url https://www.mdpi.com/2073-8994/15/9/1670
work_keys_str_mv AT jiyeonyang exactboundarycorrectionmethodsformultivariatekerneldensityestimation