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Self-consistent method for density estimation

Autor
Alberto Bernacchia; Pigolotti, S.
Tipus d'activitat
Article en revista
Revista
Journal of the Royal Statistical Society. Series B, statistical methodology
Data de publicació
2011-06-01
Volum
73
Número
3
Pàgina inicial
407
Pàgina final
422
DOI
https://doi.org/10.1111/j.1467-9868.2011.00772.x Obrir en finestra nova
URL
http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9868.2011.00772.x/abstract;jsessionid=10956CA4A4AFE8A013886D79353D2C8A.f01t03?deniedAccessCustomisedMessage=&userIsAuthenticated=false Obrir en finestra nova
Resum
The estimation of a density profile from experimental data points is a challenging problem, which is usually tackled by plotting a histogram. Prior assumptions on the nature of the density, from its smoothness to the specification of its form, allow the design of more accurate estimation procedures, such as maximum likelihood. Our aim is to construct a procedure that makes no explicit assumptions, but still providing an accurate estimate of the density. We introduce the self-consistent estimate:...
Paraules clau
Binning, Kernel density estimation, Non-parametric statistics
Grup de recerca
DONLL - Dinàmica no Lineal, Òptica no Lineal i Làsers

Participants

  • Bernacchia, Alberto  (autor)
  • Pigolotti, Simone  (autor)