I found that some estimated kernel density values are negative. The solution to this is to set the negative values to 0 and rescale the kernel density estimation and find the closest pdf to the scaled KDE. But I don't know how to rescale the KDE.
How to rescale the kernel density values?
295 Views Asked by Jimin Eom At
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The KDE should not have negative values unless the kernel function allows negative values (e.g., Silverman Kernel).
To rescale, divide the chopped KDE value by the area (integration) under the chopped KDE so that the area is now equal to one (1).