Date of Award

2025-05-01

Degree Name

Master of Science

Department

Mathematical Sciences

Advisor(s)

Xiaogang Su

Abstract

Kernel Density Estimation (KDE) is a widely used technique for estimating the probability density function of a random variable. In this study, we revisit KDE through the lens of convolution and extend this perspective to special cases such as positive, bounded and heavy tailed random variables. Building on this foundation, we propose a novel simulation-based density estimation method that generates new data by adding noise to observed values and then smoothing the resulting histogram using splines. A minor adjustment to natural cubic splines is required to ensure nonnegative estimates. The noise is drawn from a class of bounded polynomial kernel densities obtained via convolution of uniform random variables, with the smoothing parameter naturally defined by the support bound. A practical choice for this parameter is determined by a percentile of the neighboring distances among sorted data. The proposed method offers enhanced flexibility for handling variables with specific support constraints (e.g., positive, bounded and heavy tailed) through simple transformations, and numerical studies demonstrate its competitive or superior performance compared to standard KDE across various scenarios.

Language

en

Provenance

Received from ProQuest

File Size

129 p.

File Format

application/pdf

Rights Holder

Nicholas Tenkorang

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