Analysis of the Dependence of the Approximation Properties of a Nonparametric Estimate of a Probability Density on the Sampling Method for the Domain of Definition
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  • 作者:A. V. Lapko ; V. A. Lapko
  • 关键词:probability density ; nonparametric estimate ; approximation properties ; number of sampling intervals ; Heinhold鈥揋aede rule ; Brooks鈥揅arruthers rule ; Sturges rule ; Freedman鈥揇iaconis rule ; Scott rule
  • 刊名:Measurement Techniques
  • 出版年:2015
  • 出版时间:August 2015
  • 年:2015
  • 卷:58
  • 期:5
  • 页码:485-490
  • 全文大小:301 KB
  • 参考文献:1.A. V. Lapko and V. A. Lapko, "Comparison of the effectiveness of methods for sampling the range of variation of random quantities in synthesis of nonparametric estimates of probability density," Izmer. Tekhn., No. 3, 5鈥? (2014).
    2.2A. V. Lapko and V. A. Lapko, "Nonparametric method for analyzing sets of random quantities," Avtometriya, 39, No. 1, 54鈥?1 (2003).
    3.A. V. Lapko and V. A. Lapko, "A regression estimate of the probability density and its properties," Sist. Upravl. Inform. Tekhnol., 49, No. 3, 152鈥?56 (2012).
    4.A. V. Lapko and V. A. Lapko, "Construction of confidence limits for a probability density based on a regression estimate," Metrologiya, No. 12, 3鈥? (2013).
    5.E. Parzen, "On estimation of a probability density function and mode," Ann. Math. Stat., 33, No. 3, 1065鈥?076 (1962).MATH MathSciNet CrossRef
    6.V. A. Epanechnikov, "Nonparametric estimate of a multivariate probability density," Teor. Veroyatn. Primen., 14, No. 1, 156鈥?61 (1969).MATH
    7.A. V. Lapko and V. A. Lapko, "Optimal selection of the number of sampling intervals in the domain of variation of a univariate random variable for estimation of the probability density," Izmer. Tekhn., No. 7, 24鈥?7 (2013); Measur. Techn., 56, No. 7, 763鈥?67 (2013).
    8.D. Freedman and P. Diaconis, "On the histogram as a density estimator: L2 theory," Prob. Theory Relat. Fields, 57, No. 4, 453鈥?76 (1981).MATH MathSciNet
    9.J. Heinhold and K. Gaede, Ingenieur-Statistik, Oldenbourg, Munich/Vienna (1964).MATH
    10.D. Scott, "On optimal and data-based histograms," Biometrika, 66, No. 3, 605鈥?10 (1979).MATH MathSciNet CrossRef
    11.A. V. Lapko and V. A. Lapko, "Analysis of the approximation properties of a regression estimate of probability density," Informat. Sist. Upravl., 39, No. 1, 80鈥?7 (2014).
  • 作者单位:A. V. Lapko (1) (2)
    V. A. Lapko (1) (2)

    1. Institute of Computational Modeling, Siberian Branch, Russian Academy of Sciences, Krasnoyarsk, Russia
    2. Siberian State Aerospace University, Krasnoyarsk, Russia
  • 刊物类别:Physics and Astronomy
  • 刊物主题:Physics
    Measurement Science and Instrumentation
    Analytical Chemistry
    Physical Chemistry
    Characterization and Evaluation Materials
    Russian Library of Science
  • 出版者:Springer New York
  • ISSN:1573-8906
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