ON EFFICIENCY CRITERIA IN DENSITY ESTIMATION

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BOSQ D.

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Journal: JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS) Year:2002 | Volume:1 | Issue:1-2 Page(s): 127-142

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Information Journal Paper

Title

ON EFFICIENCY CRITERIA IN DENSITY ESTIMATION

Author(s)

BOSQ D. | Issue Writer Certificate

Keywords

CONTINUOUS TIMEQ4

COVARIANCE OPERATORQ4

DENSITY ESTIMATIONQ4

DISCRETE TIMEQ4

KERNEL ESTIMATORQ4

LOCAL TIMEQ4

LOCALLY SUPEROPTIMALQ4

MAXISETQ4

MINIMAXQ4

OPTIMALITYQ4

PREFERENCEQ4

SUPEROPTIMAL RATEQ4

TRUNCATED PROJECTION ESTIMATORQ4

Abstract

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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APA: Copy

BOSQ , D.. (2002). ON EFFICIENCY CRITERIA IN DENSITY ESTIMATION . JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), 1(1-2), 127-142. SID. https://sid.ir/paper/117810/en

Vancouver: Copy

BOSQ D.. ON EFFICIENCY CRITERIA IN DENSITY ESTIMATION . JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS)[Internet]. 2002;1(1-2):127-142. Available from: https://sid.ir/paper/117810/en

IEEE: Copy

D. BOSQ , “ON EFFICIENCY CRITERIA IN DENSITY ESTIMATION ,” JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), vol. 1, no. 1-2, pp. 127–142, 2002, [Online]. Available: https://sid.ir/paper/117810/en

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