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https://elib.bsu.by/handle/123456789/9273| Title: | On Approximation Of Error Measure In Kernel Density Estimation Under Dependence |
| Authors: | Krasnogir, E. G. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2007 |
| Citation: | Krasnogir, E. On Approximation Of Error Measure In Kernel Density Estimation Under Dependence / E. Krasnogir // Computer data analysis and modeling : complex stochastic data and systems : proc. of the 8th International conf., Minsk, sept. 11−15, 2007. – Minsk, 2007. – Vol. 1. – P. 132–135. |
| Abstract: | The problem of the probability density estimation by using n size sample of stationary process is considered. We investigate conditions which the coefficients in approximation of Mean Integrated Squared Error should satisfy to receive the consistent estimator. The clear approximation formula of optimal bandwidth for dependent data is given. |
| URI: | http://elib.bsu.by/handle/123456789/9273 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| 8-2007.pdf | 114,57 kB | Adobe PDF | View/Open |
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