Publishing House SB RAS:

Publishing House SB RAS:

Address of the Publishing House SB RAS:
Morskoy pr. 2, 630090 Novosibirsk, Russia



Advanced Search

Avtometriya

2014 year, number 1

EFFECT OF DATA INCOMPLETENESS ON THE APPROXIMATION PROPERTIES OF NONPARAMETRIC ESTIMATION OF THE TWO-DIMENSIONAL PROBABILITY DENSITY OF INDEPENDENT RANDOM VARIABLES

A. V. Lapko1,2, V. A. Lapko1,2
1Institute of Computational Modeling, Siberian Branch, Russian Academy of Sciences, Akademgorodok 50, building 44, Krasnoyarsk, 660036 Russia
2Reshetnev Siberian State Aerospace University, pr. im. Gazety “Krasnoyarskii rabochii” 31, Krasnoyarsk, 660014 Russia
Keywords: probability density, nonparametric estimate, asymptotic properties, independent random variables, data incompleteness

Abstract

Asymptotic properties of a nonparametric estimate of the two-dimensional probability density of independent random variables are studied. Based on these results, the dependence of its efficiency on data incompleteness in the initial statistical information is determined.