منابع مشابه
On Efficiency Criteria in Density Estimation
We discuss the classical efficiency criteria in density estimation and propose some variants. The context is a general density estimation scheme that contains the cases of i.i.d. or dependent random variables, in discrete or continuous time. Unbiased estimation, optimality and asymptotic optimality are considered. An example of a density estimator that satisfies some suggested criteria is given...
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Pareto Density Estimation (PDE) as defined in this work is a method for the estimation of probability density functions using hyperspheres. The radius of the hyperspheres is derived from optimizing information while minimizing set size. It is shown, that PDE is a very good estimate for clusters of Gaussian structure. The robustness of the method is tested with respect to cluster overlap, number...
متن کاملPareto Density Estimation: A Density Estimation for Knowledge Discovery
Pareto Density Estimation (PDE) as defined in this work is a method for the estimation of probability density functions using hyperspheres. The radius of the hyperspheres is derived from optimizing information while minimizing set size. It is shown, that PDE is a very good estimate for data containing clusters of Gaussian structure. The behavior of the method is demonstrated with respect to clu...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2004
ISSN: 0883-4237
DOI: 10.1214/088342304000000297