Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/93482
Title: | On Approximation of Error Measure in Kernel Density Estimation under Dependence |
Authors: | Krasnogir, E. |
Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
Issue Date: | 2007 |
Publisher: | Minsk: BSU |
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/123456789/93482 |
Appears in Collections: | Section 1. ROBUST AND NONPARAMETRIC DATA ANALYSIS Статьи факультета прикладной математики и информатики |
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