Consistency of the Local Kernel Density Estimator
The consistency of the local kernel density estimator is proved. This nonparametric estimator is distinguished by its use of scaling matrices which are random and which may vary for each sample point. Its applications include adaptive construction of importance sampling functions. Key Words: Kernel...
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ftciteseerx:oai:CiteSeerX.psu:10.1.1.52.3464 2023-05-15T17:40:12+02:00 Consistency of the Local Kernel Density Estimator Geof Givens The Pennsylvania State University CiteSeerX Archives 1994 application/postscript http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.52.3464 http://www.stat.colostate.edu/~geof/documents/local.kernel.ps en eng http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.52.3464 http://www.stat.colostate.edu/~geof/documents/local.kernel.ps Metadata may be used without restrictions as long as the oai identifier remains attached to it. http://www.stat.colostate.edu/~geof/documents/local.kernel.ps Key Words Kernel Density Estimate Nonparametric Consistency text 1994 ftciteseerx 2016-01-08T10:03:17Z The consistency of the local kernel density estimator is proved. This nonparametric estimator is distinguished by its use of scaling matrices which are random and which may vary for each sample point. Its applications include adaptive construction of importance sampling functions. Key Words: Kernel Density Estimate, Nonparametric, Consistency 1 Introduction If x 1 : : : x n is a random sample from a d-dimensional probability density function f(x), then a common estimate of f(x), particularly when f is continuous, is the nonparametric kernel density estimate (Rosenblatt, 1956; Parzen, 1962) f(x) = 1 nh d n n X i=1 K ` x \Gamma x i h n ' (1) Correspondence to: Geof H. Givens, Department of Statistics, Colorado State University, Fort Collins, CO 80523. This research was supported by the North Slope Borough, Alaska, the State of Alaska (through the Alaska Department of Fish and Game), and the National Oceanic and Atmospheric Administration (through the National Marine Ma. Text north slope Alaska Unknown |
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English |
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Key Words Kernel Density Estimate Nonparametric Consistency |
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Key Words Kernel Density Estimate Nonparametric Consistency Geof Givens Consistency of the Local Kernel Density Estimator |
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Key Words Kernel Density Estimate Nonparametric Consistency |
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The consistency of the local kernel density estimator is proved. This nonparametric estimator is distinguished by its use of scaling matrices which are random and which may vary for each sample point. Its applications include adaptive construction of importance sampling functions. Key Words: Kernel Density Estimate, Nonparametric, Consistency 1 Introduction If x 1 : : : x n is a random sample from a d-dimensional probability density function f(x), then a common estimate of f(x), particularly when f is continuous, is the nonparametric kernel density estimate (Rosenblatt, 1956; Parzen, 1962) f(x) = 1 nh d n n X i=1 K ` x \Gamma x i h n ' (1) Correspondence to: Geof H. Givens, Department of Statistics, Colorado State University, Fort Collins, CO 80523. This research was supported by the North Slope Borough, Alaska, the State of Alaska (through the Alaska Department of Fish and Game), and the National Oceanic and Atmospheric Administration (through the National Marine Ma. |
author2 |
The Pennsylvania State University CiteSeerX Archives |
format |
Text |
author |
Geof Givens |
author_facet |
Geof Givens |
author_sort |
Geof Givens |
title |
Consistency of the Local Kernel Density Estimator |
title_short |
Consistency of the Local Kernel Density Estimator |
title_full |
Consistency of the Local Kernel Density Estimator |
title_fullStr |
Consistency of the Local Kernel Density Estimator |
title_full_unstemmed |
Consistency of the Local Kernel Density Estimator |
title_sort |
consistency of the local kernel density estimator |
publishDate |
1994 |
url |
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.52.3464 http://www.stat.colostate.edu/~geof/documents/local.kernel.ps |
genre |
north slope Alaska |
genre_facet |
north slope Alaska |
op_source |
http://www.stat.colostate.edu/~geof/documents/local.kernel.ps |
op_relation |
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.52.3464 http://www.stat.colostate.edu/~geof/documents/local.kernel.ps |
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Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
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1766141072999710720 |