Nonparametric Density Estimation: The L1 View (Wiley Series in Probability and Statistics) - Hardcover

Devroye, Luc; Gyorfi, Laszlo

Hardcover

ISBN 10: 0471816469 ISBN 13: 9780471816461

Publisher: Wiley, 1985

Synopsis

The first systematic single-source examination of density estimates. It develops, from first principles, the ``natural'' theory for density estimation, L1, and shows why the classical L2 theory masks some fundamental properties of density estimates. Chapters comprehensively treat consistency, lower bounds for rates of convergence, rates of convergence in L1, the transformed kernel estimate, applications in discrimination, and estimators based on orthogonal series. All theorems are fully proven in rigorous, step-by-step detail. Additionally, the relevant recent literature is tied in with the more classic works of Parzen, Rosenblatt, and others.

Edition details

• Publisher: Wiley
• Publication date: 1985
• ISBN 10: 0471816469
• ISBN 13: 9780471816461
• Binding: Hardcover
• Language: English
• Edition number: 1
• Number of pages: 368