Geodesic
Density estimation via best $L^2$-approximation on classes of step functions
Kybernetika, Tome 53 (2017) no. 2, pp. 198-219.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

We establish consistent estimators of jump positions and jump altitudes of a multi-level step function that is the best $L^2$-approximation of a probability density function $f$. If $f$ itself is a step-function the number of jumps may be unknown.
DOI : 10.14736/kyb-2017-2-0198
Classification : 60G44, 62F10, 62G07
Keywords: argmin-theorem; density estimation; step functions; martingale inequalities; multivariate cadlag stochastic processes 
@article{10_14736_kyb_2017_2_0198,
     author = {Ferger, Dietmar and Venz, John},
     title = {Density estimation via best $L^2$-approximation on classes of step functions},
     journal = {Kybernetika},
     pages = {198--219},
     publisher = {mathdoc},
     volume = {53},
     number = {2},
     year = {2017},
     doi = {10.14736/kyb-2017-2-0198},
     mrnumber = {3661348},
     zbl = {06770164},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2017-2-0198/}
}
TY  - JOUR
AU  - Ferger, Dietmar
AU  - Venz, John
TI  - Density estimation via best $L^2$-approximation on classes of step functions
JO  - Kybernetika
PY  - 2017
SP  - 198
EP  - 219
VL  - 53
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2017-2-0198/
DO  - 10.14736/kyb-2017-2-0198
LA  - en
ID  - 10_14736_kyb_2017_2_0198
ER  - 
%0 Journal Article
%A Ferger, Dietmar
%A Venz, John
%T Density estimation via best $L^2$-approximation on classes of step functions
%J Kybernetika
%D 2017
%P 198-219
%V 53
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2017-2-0198/
%R 10.14736/kyb-2017-2-0198
%G en
%F 10_14736_kyb_2017_2_0198
Ferger, Dietmar; Venz, John. Density estimation via best $L^2$-approximation on classes of step functions. Kybernetika, Tome 53 (2017) no. 2, pp. 198-219. doi : 10.14736/kyb-2017-2-0198. http://geodesic.mathdoc.fr/articles/10.14736/kyb-2017-2-0198/

Cité par Sources :