Nonparametric Estimate of a Parzen-Type Probability Density with an Implicitly Specified Form of the Kernel


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Abstract

A nonparametric estimate for the probability density is proposed with better approximation properties than the traditional Rosenblatt–Parzen statistics. The dependences of its properties on the form of the kernel function and on the formulas for the sampling interval for the random quantity are discussed.

About the authors

A. V. Lapko

Institute of Computational Modelling, Siberian Branch of the Russian Academy of Sciences; Siberian State Aerospace University

Author for correspondence.
Email: lapko@icm.krasn.ru
Russian Federation, Krasnoyarsk; Krasnoyarsk

V. A. Lapko

Institute of Computational Modelling, Siberian Branch of the Russian Academy of Sciences; Siberian State Aerospace University

Email: lapko@icm.krasn.ru
Russian Federation, Krasnoyarsk; Krasnoyarsk


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