On-line density estimators with high efficiency

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Abstract

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.

Detaljer

Författare
Enheter & grupper
Forskningsområden

Ämnesklassifikation (UKÄ) – OBLIGATORISK

  • Sannolikhetsteori och statistik

Nyckelord

Originalspråkengelska
Sidor (från-till)829-833
TidskriftIEEE Transactions on Information Theory
Volym41
Utgåva nummer3
StatusPublished - 1995
PublikationskategoriForskning
Peer review utfördJa