کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10524749 957599 2005 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Density estimation by the penalized combinatorial method
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Density estimation by the penalized combinatorial method
چکیده انگلیسی
Let f be an unknown multivariate density belonging to a prespecified parametric class of densities, Fk, where k is unknown, but Fk⊂Fk+1 for all k and each Fk has finite Vapnik-Chervonenkis dimension. Given an i.i.d. sample of size n drawn from f, we show that it is possible to select automatically, and without extra restrictions on f, an estimate fn,k̂ with the property that E{∫|fn,k̂−f|}=O(1/n). Our method is inspired by the combinatorial tools developed in Devroye and Lugosi (Combinatorial Methods in Density Estimation, Springer, New York, 2001) and it includes a wide range of density models, such as mixture models or exponential families.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 94, Issue 1, May 2005, Pages 196-208
نویسندگان
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