On-line density estimators with high efficiency
Research output: Contribution to journal › Article
We present on-line procedures for estimating density functions and their derivatives. At each step, M terms are updated. By increasing M the efficiency compared to the traditional off-line kernel density estimator tends to one. Already for M = 2, it exceeds 99.1% for kernel orders and derivatives of practical interest.
|Research areas and keywords||
Subject classification (UKÄ) – MANDATORY
|Journal||IEEE Transactions on Information Theory|
|Publication status||Published - 1995|