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DENSITY ESTIMATION VIA BEST L²-APPROXIMATION ON CLASSES OF STEP FUNCTIONS.

Authors :
FERGER, DIETMAR
VENZ, JOHN
Source :
Kybernetika; 2017, Vol. 53 Issue 2, p198-219, 22p
Publication Year :
2017

Abstract

We establish consistent estimators of jump positions and jump altitudes of a multi-level step function that is the best L²-approximation of a probability density function f. If f itself is a step-function the number of jumps may be unknown. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
APPROXIMATION theory
JUMP processes
ESTIMATION theory
PROBABILITY density function
MULTIVARIATE analysis

Details

Language :
English
ISSN :
00235954
Volume :
53
Issue :
2
Database :
Complementary Index
Journal :
Kybernetika
Publication Type :
Academic Journal
Accession number :
123581983
Full Text :
https://doi.org/10.14736/kyb-2017-2-0198
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