Recursive probability density estimation

• Autorzy: Jacek Koronacki , W. Wertz
• Języki publikacji: EN

Abstrakty

EN

In the paper a survey of the asymptotic theory of recursive estimation of probability densities is given. Stress is laid on pointwise properties. In particular, asymptotic unbiasedness and consistency under possibly minimal assumptions and the rates of convergence of the mean square error, laws of theiterated logarithm and Berry-Esseen type theorems under suitably stronger assumptions are discussed for the estimators in question. The paper is a slightly modified version of an earlier paper of the second author (to appear in "Sequential methods in statistics", R.Zieliński fed.J, Banach Center Publications, vol. 16 , PVN - Polish Scientific Publishers)

PL

.

Słowa kluczowe

EN

Estimation

• Wydawca: Polish Mathematical Society
• Czasopismo: Mathematica Applicanda
• Rocznik: 1985
• Tom: 13
• Numer: 25

Daty

wydano

1985

online

2016-10-21

Twórcy

autor

Jacek Koronacki

autor

W. Wertz

Identyfikatory

DOI

10.14708/ma.v13i25.1633