|
Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 2, Pages 377–379
(Mi tvp2604)
|
|
|
|
This article is cited in 12 scientific papers (total in 12 papers)
Short Communications
A non-parametric estimate of a probability density function
V. D. Konakov Moscow
Abstract:
Non-parametric estimate (2) of multivariate density is proposed. The estimate is obtained by the inverse Fourier transformation of the empirical distribution characteristic function. Our estimate is similar to that of Murthy [1], but in our case the $p$-dimentional window is not absolutely integrable. We prove that our estimate is consistent, asymptotically unbiased and asymptotically normal.
Received: 29.06.1971
Citation:
V. D. Konakov, “A non-parametric estimate of a probability density function”, Teor. Veroyatnost. i Primenen., 17:2 (1972), 377–379; Theory Probab. Appl., 17:2 (1973), 361–362
Linking options:
https://www.mathnet.ru/eng/tvp2604 https://www.mathnet.ru/eng/tvp/v17/i2/p377
|
|