The Fast Semi-bounded Kernel-Diffeomorphism Estimator

Abstract

We introduce, by this work, a fast method to estimate probability density functions in the semi-bounded case. This new technique is a simplified version of the kernel-diffeomorphism estimator which requires complexity in the calculations. It is based on a logarithmic transformation of the data which will be estimated by the conventional kernel estimator. Thus, the algorithm complexity is reduced from O(N 2) to O(N).