Estimation of a multivariate density
β Scribed by Theophilos Cacoullos
- Publisher
- Springer Japan
- Year
- 1966
- Tongue
- English
- Weight
- 406 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0020-3157
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π SIMILAR VOLUMES
For a multivariate densityfwith respect to Lebesgue measure /l, the estimation offJ(f)fdl~, and in particularff2dl~ and -ff log fdl~, is studied. These two particular functionals are important in a number of contexts. Asymptotic bias and variance terms are obtained for the estimators i =fJ(f)dF, and
The computational cost of multivariate kernel density estimation can be reduced by prebinning the data. The data are discretized to a grid and a weighted kernel estimator is computed. We report results on the accuracy of such a binned kernel estimator and discuss the computational complexity of the