RATE OF CONVERGENCE IN L2 OF THE PROJECTION ESTIMATOR OF THE DISTRIBUTION DENSITY

被引：0
|
作者：
VAPNIK, VN [1 ]
MARKOVICH, NM [1 ]
STEFANYUK, AR [1 ]
机构：
[1] ALL UNION RES CTR PROPHYLACT MED,MOSCOW,USSR
来源：
AUTOMATION AND REMOTE CONTROL | 1992年 / 53卷 / 05期
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The projection estimate for the probability density with a bounded variation of the k-th derivative, obtained by the method of stochastic regularization, is considered. The rate of the convergence of the estimate in L2 to the correct density is determined in the case when the regularization parameter is selected hy the omega2 method.
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页码：677 / 686
页数：10
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