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

DOI10.14736/KYB-2017-2-0198zbMATH Open1413.62048OpenAlexW2618590630MaRDI QIDQ5355102FDOQ5355102

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

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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)

Cited In (2)

• Asymptotic tail bounds for the Dempfle-Stute estimator in general regression models
• Title not available (Why is that?)

Uses Software

• Matlab
• Statistics Toolbox

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