RUS  ENG
Full version
JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1987 Issue 8, Pages 73–81 (Mi at4502)

Stochastic Systems

Splynes in nonparametric density estimation

F. A. Aidu

Moscow

Abstract: A distribution density is obtained by the maximum likelihood method in the range of densities with a modulo-constrained $n$-th derivative of the density logarithm. The estimate logarithm is shown to be an $n$-th order splyne and the rate of convergence is estimated. With $n$=1 the Monte-Carlo technique estimates the goodness of the estimate and of the Parsen density estimate.

UDC: 519.213


Received: 21.04.1986



© Steklov Math. Inst. of RAS, 2024