| Title:
|
Density estimation via best $L^2$-approximation on classes of step functions (English) |
| Author:
|
Ferger, Dietmar |
| Author:
|
Venz, John |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
53 |
| Issue:
|
2 |
| Year:
|
2017 |
| Pages:
|
198-219 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We establish consistent estimators of jump positions and jump altitudes of a multi-level step function that is the best $L^2$-approximation of a probability density function $f$. If $f$ itself is a step-function the number of jumps may be unknown. (English) |
| Keyword:
|
argmin-theorem |
| Keyword:
|
density estimation |
| Keyword:
|
step functions |
| Keyword:
|
martingale inequalities |
| Keyword:
|
multivariate cadlag stochastic processes |
| MSC:
|
60G44 |
| MSC:
|
62F10 |
| MSC:
|
62G07 |
| idZBL:
|
Zbl 06770164 |
| idMR:
|
MR3661348 |
| DOI:
|
10.14736/kyb-2017-2-0198 |
| . |
| Date available:
|
2017-06-25T17:53:33Z |
| Last updated:
|
2018-01-10 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/146801 |
| . |
| Reference:
|
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| Reference:
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| . |
