Nearest neighbour density estimation (source code)

= Nearest neighbour density estimation

= Nearest neighbour density estimator
{synonym}

In one dimension, a <nearest neighbour density estimator> is $\widehat f_{(k)}(x)=k/[2(n+1)\rho_{(k)}(x)]$. It uses the <nearest neighbour distance> to select an interval containing a fixed number of observations. The factor $n+1$ corresponds to the exact <expected value> of the associated <uniform order statistic>.