Kernel density estimation and marginalization consistency
Publication
, Journal Article
West, M
Published in: Biometrika
June 1, 1991
Kernel density estimates, as commonly applied, generally have no exact model-based interpretation since they violate conditions that define coherent joint distributions. The issue of marginalization consistency is considered here. It is shown that most commonly used kernel functions violate this condition. It is also shown that marginalization consistency holds only for classes of kernel estimates based on Laplacian, or double-exponential kernels whose window width parameters are appropriately structured. The practical relevance and implications of this result are discussed. © 1991 Biometrika Trust.
Duke Scholars
Published In
Biometrika
DOI
ISSN
0006-3444
Publication Date
June 1, 1991
Volume
78
Issue
2
Start / End Page
421 / 425
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
West, M. (1991). Kernel density estimation and marginalization consistency. Biometrika, 78(2), 421–425. https://doi.org/10.1093/biomet/78.2.421
West, M. “Kernel density estimation and marginalization consistency.” Biometrika 78, no. 2 (June 1, 1991): 421–25. https://doi.org/10.1093/biomet/78.2.421.
West M. Kernel density estimation and marginalization consistency. Biometrika. 1991 Jun 1;78(2):421–5.
West, M. “Kernel density estimation and marginalization consistency.” Biometrika, vol. 78, no. 2, June 1991, pp. 421–25. Scopus, doi:10.1093/biomet/78.2.421.
West M. Kernel density estimation and marginalization consistency. Biometrika. 1991 Jun 1;78(2):421–425.
Published In
Biometrika
DOI
ISSN
0006-3444
Publication Date
June 1, 1991
Volume
78
Issue
2
Start / End Page
421 / 425
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics