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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
and
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
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}},
}