ONLINE DENSITY ESTIMATORS WITH HIGH-EFFICIENCY

Authors
HOSSJER O HOLST U
Citation
O. Hossjer et U. Holst, ONLINE DENSITY ESTIMATORS WITH HIGH-EFFICIENCY, IEEE transactions on information theory, 41(3), 1995, pp. 829-833
Citations number
18
Categorie Soggetti
Information Science & Library Science","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on information theory → ACNP
ISSN journal
00189448
Volume
41
Issue
3
Year of publication
1995
Pages
829 - 833
Database
ISI
SICI code
0018-9448(1995)41:3<829:ODEWH>2.0.ZU;2-B
Abstract
We present on-fine procedures for estimating density functions and the ir derivatives. At each step, M terms are updated. By increasing M the efficiency compared to the traditional off-line kernel density estima tor tends to one. Already for M = 2, it exceeds 99.1% for kernel order s and derivatives of practical interest.