New Multivariate Product Density Estimat
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Luc Devroye; Adam Krzyลผak
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Article
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2002
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Elsevier Science
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English
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Let X be an R d -valued random variable with unknown density f. Let X 1 , ..., X n be i.i.d. random variables drawn from f. The objective is to estimate f(x), where x=(x 1 , ..., x d ). We study the pointwise convergence of two new density estimates, the Hilbert product kernel estimate where X i =(