Selection of the Blur Coefficient for Probability Density Kernel Estimates Under Conditions of Large Samples

被引:0
|
作者
A. V. Lapko
V. A. Lapko
机构
[1] Siberian Branch of the Russian Academy of Sciences,Institute of Computational Modeling
[2] Reshetnev Siberian State University of Science and Technology,undefined
来源
Measurement Techniques | 2019年 / 62卷
关键词
kernel probability density estimate; quick selection of blur factors; discretization of the range of values of a random variable; large volume statistical data;
D O I
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学科分类号
摘要
A fast algorithm is proposed for choosing the blur factors of kernel functions of a non-parametric probability density estimate under conditions of large-scale statistical data. It is shown that the basis of the algorithm is the result of a study of the asymptotic properties of a new kernel probability density estimate. The properties of the developed algorithm are analyzed and the method of its application is formulated.
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页码:383 / 389
页数:6
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