Volume 1, Issue 1 And 2 (November 2002)
JIRSS 2002, 1(1 And 2): 127-142 |
Back to browse issues page
Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:
Bosq D. On Efficiency Criteria in Density Estimation. JIRSS. 2002; 1 (1 and 2) :127-142
URL: http://jirss.irstat.ir/article-1-89-en.html
URL: http://jirss.irstat.ir/article-1-89-en.html
Abstract: (6874 Views)
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.
Keywords: Continuous time, covariance operator, density estimation, discrete time, kernel estimator, local time, locally superoptimal, maxiset, minimax, optimality, preference, superoptimal rate, truncated projection estimator.
Subject:
60: Probability theory and stochastic processes
Received: 2011/08/25 | Accepted: 2015/09/12
Received: 2011/08/25 | Accepted: 2015/09/12
