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 Mat. Zametki: Year: Volume: Issue: Page: Find

 Mat. Zametki, 1972, Volume 12, Issue 5, Pages 621–626 (Mi mz9925)

Estimation of a probability density function and its derivatives

V. G. Alekseev

Institute of Physics of the Atmosphere, Academy of Sciences of the USSR

Abstract: We investigate statistical estimates of a probability density distribution function and its derivatives. As the starting point of the investigation we take a priori assumptions about the degree of smoothness of the probability density to be estimated. By using these assumptions we can construct estimates of the probability density function itself and its derivatives which are distinguished by the high rate of decrease of the error in the estimate as the sample size increases.

Full text: PDF file (608 kB)

English version:
Mathematical Notes, 1972, 12:5, 808–811

Bibliographic databases:

UDC: 519.21

Citation: V. G. Alekseev, “Estimation of a probability density function and its derivatives”, Mat. Zametki, 12:5 (1972), 621–626; Math. Notes, 12:5 (1972), 808–811

Citation in format AMSBIB
\Bibitem{Ale72} \by V.~G.~Alekseev \paper Estimation of a probability density function and its derivatives \jour Mat. Zametki \yr 1972 \vol 12 \issue 5 \pages 621--626 \mathnet{http://mi.mathnet.ru/mz9925} \mathscinet{http://www.ams.org/mathscinet-getitem?mr=323018} \zmath{https://zbmath.org/?q=an:0263.62027} \transl \jour Math. Notes \yr 1972 \vol 12 \issue 5 \pages 808--811 \crossref{https://doi.org/10.1007/BF01099071}