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.
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页码：517 / 523
页数：6
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