On-line density estimators with high efficiency
(1995) In IEEE Transactions on Information Theory 41(3). p.829-833- Abstract
- We present on-line procedures for estimating density functions and their derivatives. At each step, M terms are updated. By increasing M the efficiency compared to the traditional off-line kernel density estimator tends to one. Already for M = 2, it exceeds 99.1% for kernel orders and derivatives of practical interest.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1217024
- author
- Hössjer, Ola LU and Holst, Ulla LU
- organization
- publishing date
- 1995
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- recursive density estimator, Asymptotic mean-squared error, efficiency, kernel density estimator, on-line density estimator, on-line bandwidth selection
- in
- IEEE Transactions on Information Theory
- volume
- 41
- issue
- 3
- pages
- 829 - 833
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- external identifiers
-
- scopus:0029305554
- ISSN
- 0018-9448
- DOI
- 10.1109/18.382036
- language
- English
- LU publication?
- yes
- id
- 21778abd-8756-48d4-b4fa-4220e0dc36f0 (old id 1217024)
- alternative location
- http://ieeexplore.ieee.org/iel1/18/8656/00382036.pdf?tp=&arnumber=382036&isnumber=8656
- date added to LUP
- 2016-04-01 16:17:00
- date last changed
- 2021-01-03 07:22:01
@article{21778abd-8756-48d4-b4fa-4220e0dc36f0, abstract = {{We present on-line procedures for estimating density functions and their derivatives. At each step, M terms are updated. By increasing M the efficiency compared to the traditional off-line kernel density estimator tends to one. Already for M = 2, it exceeds 99.1% for kernel orders and derivatives of practical interest.}}, author = {{Hössjer, Ola and Holst, Ulla}}, issn = {{0018-9448}}, keywords = {{recursive density estimator; Asymptotic mean-squared error; efficiency; kernel density estimator; on-line density estimator; on-line bandwidth selection}}, language = {{eng}}, number = {{3}}, pages = {{829--833}}, publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}}, series = {{IEEE Transactions on Information Theory}}, title = {{On-line density estimators with high efficiency}}, url = {{http://dx.doi.org/10.1109/18.382036}}, doi = {{10.1109/18.382036}}, volume = {{41}}, year = {{1995}}, }