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
fDate :
May 30 2011-June 3 2011
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;
Conference_Titel :
Days on Diffraction (DD), 2011
Conference_Location :
St. Petersburg
Print_ISBN :
978-1-4577-1577-8
DOI :
10.1109/DD.2011.6094374
