On-line density estimators with high efficiency

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On-line density estimators with high efficiency. / Hössjer, Ola; Holst, Ulla.

In: IEEE Transactions on Information Theory, Vol. 41, No. 3, 1995, p. 829-833.

Research output: Contribution to journalArticle

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TY - JOUR

T1 - On-line density estimators with high efficiency

AU - Hössjer, Ola

AU - Holst, Ulla

PY - 1995

Y1 - 1995

N2 - 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.

AB - 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.

KW - recursive density estimator

KW - Asymptotic mean-squared error

KW - efficiency

KW - kernel density estimator

KW - on-line density estimator

KW - on-line bandwidth selection

U2 - 10.1109/18.382036

DO - 10.1109/18.382036

M3 - Article

VL - 41

SP - 829

EP - 833

JO - IEEE Transactions on Information Theory

JF - IEEE Transactions on Information Theory

SN - 0018-9448

IS - 3

ER -