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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
English version:
Theory of Probability and its Applications, 1973, Volume 17, Issue 2, Pages 361–362
DOI: https://doi.org/10.1137/1117042
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Kon72}
\by V.~D.~Konakov
\paper A~non-parametric estimate of a~probability density function
\jour Teor. Veroyatnost. i Primenen.
\yr 1972
\vol 17
\issue 2
\pages 377--379
\mathnet{http://mi.mathnet.ru/tvp2604}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=300377}
\zmath{https://zbmath.org/?q=an:0258.62023}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 17
\issue 2
\pages 361--362
\crossref{https://doi.org/10.1137/1117042}
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  • https://www.mathnet.ru/eng/tvp/v17/i2/p377
  • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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