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Kernel smoothing techniques, such as kernel density estimation (KDE) and Nadaraya-Watson kernel regression, estimate functions by local interpolation from data points. Not to be confused with [kernel-trick], for the kernels used e.g. in SVMs.

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What bandwidth should I use for my kernel density estimation?

In general I think jbowman has it right. You either use a generic method for smoothing (minimizing the degree to which you are inserting your own bias as to how things should look) or you pick somethi …
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