Density estimation via best L2-approximation on classes of step functions
Research output: Contribution to journal › Research article › Contributed › peer-review
Contributors
Abstract
We establish consistent estimators of jump positions and jump altitudes of a multi-level step function that is the best L2-approximation of a probability density function f. If f itself is a step-function the number of jumps may be unknown.
Details
| Original language | English |
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| Pages (from-to) | 198-219 |
| Number of pages | 22 |
| Journal | Kybernetika |
| Volume | 53 |
| Issue number | 2 |
| Publication status | Published - 2017 |
| Peer-reviewed | Yes |
External IDs
| Scopus | 85020072880 |
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Keywords
Keywords
- Argmin-theorem, Density estimation, Martingale inequalities, Multivariate cadlag stochastic processes, Step functions