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J. Sib. Fed. Univ. Math. Phys., 2017, Volume 10, Issue 1, Pages 16–21 (Mi jsfu517)  

This article is cited in 6 scientific papers (total in 6 papers)

Improving the accuracy of the probability density function estimation

Boris S. Dobronets, Olga A. Popova

Institute of Space and Information Technology, Siberian Federal University, Kirenskogo, 26, Krasnoyarsk, 660074, Russia

Abstract: The paper considers the new approach to the reconstruction of the probability density function similarly the averaged shifted histogram method. An algorithm is used Richardson's extrapolation for increasing accuracy. We prove the estimates of the accuracy of the probability density function and its second derivative to choose the optimal settings for smoothing the histogram and kernel estimators and to consider the optimal choice problem of the bandwidth parameter. Presented the results of numerical experiments.

Keywords: MISE, error estimate, Richardson's extrapolation, Runge's rule, probability density functions estimation, probability density function derivatives, Numerical probabilistic analysis.

DOI: https://doi.org/10.17516/1997-1397-2017-10-1-16-21

Full text: PDF file (113 kB)
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Bibliographic databases:

UDC: 519.24
Received: 03.06.2016
Received in revised form: 09.09.2016
Accepted: 10.11.2016
Language:

Citation: Boris S. Dobronets, Olga A. Popova, “Improving the accuracy of the probability density function estimation”, J. Sib. Fed. Univ. Math. Phys., 10:1 (2017), 16–21

Citation in format AMSBIB
\Bibitem{DobPop17}
\by Boris~S.~Dobronets, Olga~A.~Popova
\paper Improving the accuracy of the probability density function estimation
\jour J. Sib. Fed. Univ. Math. Phys.
\yr 2017
\vol 10
\issue 1
\pages 16--21
\mathnet{http://mi.mathnet.ru/jsfu517}
\crossref{https://doi.org/10.17516/1997-1397-2017-10-1-16-21}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000412012600002}


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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. B. S. Dobronets, O. A. Popova, “Improving reliability of aggregation, numerical simulation and analysis of complex systems by empirical data”, XI All-Russian Scientific and Practical Conference (With International Participation) Automation Systems in Education, Science and Production, 2017, IOP Conference Series-Materials Science and Engineering, 354, IOP Publishing Ltd, 2018, 012006  crossref  isi  scopus
    2. B. S. Dobronets, O. A. Popova, “Piecewise polynomial aggregation as preprocessing for data numerical modeling”, International Conference Information Technologies in Business and Industry 2018, Journal of Physics Conference Series, 1015, IOP Publishing Ltd, 2018, 032028  crossref  isi  scopus
    3. B. S. Dobronets, O. A. Popova, “Computational aspects of probabilistic extensions”, Int. J. Geotech. Earthq., 2019, no. 47, 41–48  crossref  isi  scopus
    4. O. A. Popova, “Using richardson extrapolation to improve the accuracy of processing and analyzing empirical data”, Meas. Tech., 62:2 (2019), 111–117  crossref  isi  scopus
    5. B. Dobronets, O. Popova, “Numerical analysis for problems of remote sensing with random input data”, Regional Problems of Earth Remote Sensing (Rpers 2018), E3S Web of Conferences, 75, eds. G. Tsibulskiy, M. Noskov, E. Lupyan, L. Sverdlik, A. Sagatelian, V. Kharuk, V. Kashkin, EDP Sciences, 2019, 01004  crossref  isi  scopus
    6. B. S. Dobronets, O. A. Popova, “Vychislitelnye aspekty tsifrovoi ekonomiki”, UBS, 84 (2020), 114–129  mathnet  crossref
  • Журнал Сибирского федерального университета. Серия "Математика и физика"
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