Density estimation via best L^2-approximation on classes of step functions.

DOI10.14736/KYB-2017-2-0198MaRDI QIDQ5355102zbMATH OpenOpenAlexFDO

Authors Dietmar Ferger, John Venz

Publication date 6 September 2017

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14736/kyb-2017-2-0198

zbMATH Keywords

density estimationmartingale inequalitiesstep functionsargmin-theoremmultivariate cadlag stochastic processes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Martingales with continuous parameter (60G44)

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Cited in

(2)

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Describes a project that uses

Uses Software

• Statistics Toolbox
• Matlab

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