| Title | On-line density estimators with high efficiency |
| Authors | Ola Hössjer, Ulla Holst |
| Alternative Location | http://ieeexplore.ieee.org/..., Restricted Access |
| Alternative Location | http://dx.doi.org/10.1109/1... |
| Publication | IEEE Transactions on Information Theory |
| Year | 1995 |
| Volume | 41 |
| Issue | 3 |
| Pages | 829 - 833 |
| Document type | Article |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | IEEE |
| Abstract English | We present on-line procedures for estimating density functions and their derivatives. At each step, M terms are updated. By increasing M the efficiency compared to the traditional off-line kernel density estimator tends to one. Already for M = 2, it exceeds 99.1% for kernel orders and derivatives of practical interest. |
| Keywords | recursive density estimator, Asymptotic mean-squared error, efficiency, kernel density estimator, on-line density estimator, on-line bandwidth selection, |
| ISBN/ISSN/Other | ISSN: 0018-9448 |
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