DENSITY-ESTIMATION WITH HAAR SERIES

被引:9
|
作者
ENGEL, J [1 ]
机构
[1] UNIV MICHIGAN,DEPT STAT,1450 MASON HALL,ANN ARBOR,MI 48109
关键词
bounded variation; Haar series; histogram; mean integrated absolute error; Orthogonal series density estimator;
D O I
10.1016/0167-7152(92)90003-N
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Rate of convergence for density estimators based on Haar series are derived under very mild condition: the unknown density has to be of bounded variation. These estimators are histograms on dyadic intervals. © 1990.
引用
收藏
页码:111 / 117
页数:7
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