Title :
On-line density estimators with high efficiency
Author :
Hössjer, Ola ; Holst, Ulla
Author_Institution :
Dept. of Math. Stat., Lund Inst. of Technol., Sweden
fDate :
5/1/1995 12:00:00 AM
Abstract :
Presents 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
Keywords :
estimation theory; random processes; recursive estimation; signal processing; density functions; efficiency; kernel orders; on-line density estimators; probability density function; Bandwidth; Cybernetics; Entropy; Information theory; Kernel; Maximum likelihood estimation; Parameter estimation; Recursive estimation; Spectral analysis; Yield estimation;
Journal_Title :
Information Theory, IEEE Transactions on
