Uniform-in-bandwidth nearest-neighbor density estimation
نویسندگان
چکیده
منابع مشابه
Uniform-in-Bandwidth Nearest-Neighbor Density Estimation
We are concerned with the nonparametric estimation of the density f(·) of a random variable [rv] X ∈ R by the nearest-neighbor [NN] method. The NN estimators are motivated as follows (see, e.g., Fix and Hodges [17]). Let X1,X2, . . . be independent and identically distributed [iid] random copies of X, with distribution function [df] F(x) := P(X ≤ x), for x ∈ R. Denote the empirical df based upo...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2013
ISSN: 0167-7152
DOI: 10.1016/j.spl.2013.04.014