DocumentCode
2539860
Title
Atomic functions in nonparametric estimations of probability density functions and their derivatives
Author
Kravchenko, Victor F. ; Churikov, Dmitry V.
Author_Institution
Kotel´´nikov Inst. of Radio Eng. & Electron., Moscow, Russia
fYear
2011
fDate
May 30 2011-June 3 2011
Firstpage
103
Lastpage
105
Abstract
Nonparametric estimations of probability density function (PDF) [1-3] and its derivatives are considered. New constructions of weight functions (WF) [4, 5] with the compact support are offered and proved, allowing to build admissible estimations, both the density of probability and its derivatives 1st and 2nd orders. The numerical experiment and the physical analysis of its results confirm efficiency of nonparametric characteristics estimation of stochastic process.
Keywords
nonparametric statistics; probability; stochastic processes; atomic functions; nonparametric characteristics estimation; nonparametric estimations; numerical experiment; physical analysis; probability density function; stochastic process; weight functions; Atomic measurements; Diffraction; Estimation; Image processing; Probability density function; Stochastic processes; Time frequency analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Days on Diffraction (DD), 2011
Conference_Location
St. Petersburg
Print_ISBN
978-1-4577-1577-8
Type
conf
DOI
10.1109/DD.2011.6094374
Filename
6094374
Link To Document