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On-line density estimators with high efficiency

Hössjer, Ola LU and Holst, Ulla LU (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:
author
organization
publishing date
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
2008-09-22 14:21:59
date last changed
2017-01-01 07:00:58
@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},
  keyword      = {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},
  volume       = {41},
  year         = {1995},
}