Nonparametric density estimation : the L₃

Authors:Luc Devroye, László. Györfi

Summary:This book gives a rigorous, systematic treatment of density estimates, their construction, use and analysis with full proofs. It develops L1 theory, rather than the classical L2, showing how L1 exposes fundamental properties of density estimates masked by L2.

Series:

Wiley series in probability and mathematical statistics

Physical Description:356 pages ; 24 cm.

ISBN:

9780471816461, 0471816469

OCLC Number / Unique Identifier:237146119

Subjects:

Distribution (Probability theory)

Distribution (Théorie des probabilités)

Estimation theory

Nonparametric statistics

Statistique non paramétrique

Théorie de l'estimation

distribution (statistics-related concept)

Contents:

Differentiation of Integrals; Consistency; Lower Bounds for Rates of Convergence; Rates of Convergence in L1; The Automatic Kernel Estimate: L1 and Pointwise Convergence; Estimates Related to the Kernel Estimate and the Histogram Estimate; Simulation, Inequalities, and Random Variate Generation; The Transformed Kernel Estimate; Applications in Discrimination; Operations on Density Estimates; Estimators Based on Orthogonal Series; Index.