Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Оценка плотности ядра и тестирование распределений (KDE)× | Тест Лиллиефорса на нормальность× | |
|---|---|---|
| Область | Статистика | Статистика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 1956 | 1967 |
| Автор метода≠ | Rosenblatt (1956); Parzen (1962); textbook treatment by Silverman | Hubert W. Lilliefors |
| Тип≠ | Nonparametric density estimation | Goodness-of-fit / normality test |
| Основополагающий источник≠ | Rosenblatt, M. (1956). Remarks on Some Nonparametric Estimates of a Density Function. Annals of Mathematical Statistics, 27(3), 832-837. DOI ↗ | Lilliefors, H. W. (1967). On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown. Journal of the American Statistical Association, 62(318), 399-402. DOI ↗ |
| Другие названия≠ | kernel density estimate, KDE, Parzen window estimation, nonparametric density estimation | Lilliefors corrected Kolmogorov-Smirnov test, Lilliefors normality test, Lilliefors Testi |
| Связанные≠ | 4 | 5 |
| Сводка≠ | Kernel Density Estimation is a nonparametric method that estimates a continuous probability density by placing a smooth kernel function over each observation, without assuming any parametric distribution. It traces back to Rosenblatt (1956) and the textbook treatment by Silverman (1986), and it also supports distribution-comparison tests built on the estimated densities. | The Lilliefors test is a goodness-of-fit test that checks whether a continuous sample comes from a normal (or exponential) distribution when the mean and variance are unknown and estimated from the data. Introduced by Hubert W. Lilliefors in 1967, it adjusts the critical values of the Kolmogorov-Smirnov test so that they remain valid once the distribution's parameters are estimated rather than known in advance. |
| ScholarGateНабор данных ↗ |
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