Minimum Distance Density Estimates of a Probability Density on the Real Line

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F13%3A00209065" target="_blank" >RIV/68407700:21340/13:00209065 - isvavai.cz</a>
Alternative codes found
RIV/68407700:21240/13:00209065
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Minimum Distance Density Estimates of a Probability Density on the Real Line
Original language description
This paper focuses on the minimum distance density estimate f_n of probability density f on a real line. The rate of consistency of Kolmogorov density estimate for n tending to infinity is known if the degree of variations is finite. The rate of consistency is studied under more general conditions. For this purpose, the generalization of degree of variation - the partial degree of variation is defined for density g of nonparametric family D containing the unknown density f. If the partial degree of variation is finite and some additional, but not as restrictive as a finiteness of degree of variation, assumptions are fulfilled then the Kolmogorov density estimate is consistent with the order n to the -1/2 in L1-norm and also in the expected L1-norm. A small generalization of previous theory is made. Furthermore, some other minimum distance density estimates are explored. (Namely Lévy, discrepanci, and Cramer-von Mises distance.) And with the aid of inequalities between statistical dista
Czech name
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Czech description
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Project
<a href="/en/project/LG12020" target="_blank" >LG12020: Advanced statistical analysis and non-statistical separation techniques for physical processing detection in data sets sampled by means of elementary particle accelerators.</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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