Density estimation via best $L^2$-approximation on classes of step functions

DOI10.14736/kyb-2017-2-0198zbMath1413.62048OpenAlexW2618590630MaRDI QIDQ5355102

John Venz, Dietmar Ferger

Publication date: 6 September 2017

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2017-2-0198

zbMATH Keywords

density estimationmartingale inequalitiesstep functionsargmin-theoremmultivariate cadlag stochastic processes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Martingales with continuous parameter (60G44)

Related Items (1)

Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models

Uses Software

• Matlab
• Statistics Toolbox

This page was built for publication: Density estimation via best $L^2$-approximation on classes of step functions