Density estimation from an individual numerical sequence
نویسندگان
چکیده
منابع مشابه
Density estimation from an individual numerical sequence
This paper considers estimation of a univariate density from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (ii) there is a known upper bound for the variation of the density on an increasing sequence of intervals. A simple estimation scheme is proposed, and is shown to be L1 consistent...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1998
ISSN: 0018-9448
DOI: 10.1109/18.661503