On the efficiency of on-line density estimators

DOI10.1109/18.333864zbMath0809.62030OpenAlexW2010130231MaRDI QIDQ4324119

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Publication date: 1 March 1995

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.333864

zbMATH Keywords

mean-squared errorwindowreal-time estimationrecursive estimatorempirical bandwidth selection ruleon-line density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99)

Related Items (10)

Nonparametric recursive estimation of the copula ⋮ Recursive kernel regression estimation under α – mixing data ⋮ Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator ⋮ The receptor density algorithm ⋮ On a class of recursive estimators for spatially dependent observations ⋮ Asymptotically efficient recursive estimation for incomplete data models using the observed information. ⋮ Unnamed Item ⋮ Bandwidth selection for the Wolverton-Wagner estimator ⋮ The stochastic approximation method for the estimation of a multivariate probability density ⋮ Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data

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