• DocumentCode
    2482133
  • Title

    Density estimation from an individual numerical sequence

  • Author

    Nobel, A.B. ; Morvai, G. ; Kulkarni, S.R.

  • Author_Institution
    Dept. of Stat., North Carolina Univ., Chapel Hill, NC, USA
  • fYear
    1998
  • fDate
    16-21 Aug 1998
  • Firstpage
    355
  • Abstract
    The article considers univariate density estimation from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (ii) there is a known upper bound for the variation of the density an an increasing sequence of intervals. A simple estimation scheme is proposed, and its L1 consistency is established when (i) and (ii) apply. In addition it is shown that there is no consistent estimation scheme for the set of individual sequences satisfying only condition (i)
  • Keywords
    parameter estimation; probability; sequences; consistent estimation; density variation; individual numerical sequence; limiting relative frequencies; probability; univariate density estimation; upper bound; Density functional theory; Density measurement; Estimation theory;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on
  • Conference_Location
    Cambridge, MA
  • Print_ISBN
    0-7803-5000-6
  • Type

    conf

  • DOI
    10.1109/ISIT.1998.708960
  • Filename
    708960
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2482133