Kernel (statistics)
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A Kernel is a weighting function used in non-parametric estimation techniques. Kernels are used in kernel density estimation to estimate random variables' density functions, or in kernel regression to estimate the conditional expectation of a random variable.
Image:Kerneldensityestimation.gif
Example of kernel density estimation (upper curve) as a sum of kernel functions (lower curves) each divided by Nh (Number of observations times the bandwidth)
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[edit] Kernel functions
Several types of kernels functions are commonly used: uniform, triangle, epanechnikov, quartic(biweight), tricube (triweight), gaussian, cosinus.
[edit] Uniform
[edit] Triangle
[edit] Epanechnikov
[edit] Quartic
[edit] Triweight
[edit] Gaussian
[edit] Cosinus
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[edit] Munaf
