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

Book 77 of 358: Wiley Series in Probability and Statistics

Devroye, Luc; Gyorfi, Laszlo

 
9780471816461: Nonparametric Density Estimation: The L1 View (Wiley Series in Probability and Statistics)

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.

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