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On-line density estimators with high efficiency

På svenska

Author

Summary, in English

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.

Publishing year

1995

Language

English

Pages

829-833

Publication/Series

IEEE Transactions on Information Theory

Volume

41

Issue

3

Document type

Journal article

Publisher

IEEE - Institute of Electrical and Electronics Engineers Inc.

Topic

  • Probability Theory and Statistics

Keywords

  • recursive density estimator
  • Asymptotic mean-squared error
  • efficiency
  • kernel density estimator
  • on-line density estimator
  • on-line bandwidth selection

Status

Published

ISBN/ISSN/Other

  • ISSN: 0018-9448