Nonparametric estimation of a density and its derivatives: The L2-approach

被引：0

作者：

V. G. Alekseev

机构：

[1] Russian Academy of Sciences,Obukhov Institute of Atmospheric Physics

来源：

Optoelectronics, Instrumentation and Data Processing | 2007年 / 43卷 / 6期

关键词：

Weight Function; Nonparametric Estimation; Mean Integrate Square Error; Density Derivative; Admissible Estimate;

D O I：

10.3103/S8756699007060040

中图分类号：

学科分类号：

摘要：

The nonparametric estimates of a density and its derivatives are considered within the scope of the L2-approach. New sets of weight functions with a bounded support are proposed for constructing admissible (unimprovable in the space metric L2(−∞, ∞)) estimates of the density itself and its derivatives to the third order, inclusive.

引用

页码：517 / 523

页数：6

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