Seminarium i matematisk statistik
fredagen den 26 maj i MH:227

Nikolai Ushakov
Institute of Microelectronics Technology
Russian Academy of Sciences
Moscow

Titel:
Correction of density estimators which are not densities

Abstract:
Several old and new density estimators may have
good theoretical performance, but are hampered by
not being bona fide densities; they may be negative
in certain regions or may not integrate to 1 (for
example, the kernel estimator based on the sinc kernel).
One can therefore not simulate from them, for example.
We suggest modification methods that turn any density
estimator into one which is a bona fide density, and which
is always better in performance under one set of conditions
and arbitrarily close in performance under a complimentary
set of conditions.

Based on paper by I.K.Glad, N.L.Hjort and N.G.Ushakov