Nonparametric Estimation of a Density and Its Derivatives: The L2-Approach
V. G. Alekseev
Obukhov Institute of Atmospheric Physics, Russian Academy of Sciences, Moscow, Russia
Pages: 517-523
Abstract
The nonparametric estimates of a density and its derivatives are considered within the scope of the L2-approach. New sets of weight functions with a bounded support are proposed for constructing admissible (unimprovable in the space metric L2(-∞, ∞)) estimates of the density itself and its derivatives to the third order, inclusive.
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