Recursive probability density estimation

Jacek Koronacki, and W. Wertz. "Recursive probability density estimation." Mathematica Applicanda 13.25 (1985): null. <http://eudml.org/doc/293062>.

@article{JacekKoronacki1985,
abstract = {In the paper a survey of the asymptotic theory of recursive estimation of probability densities is given. Stress is laid on pointwise properties. In particular, asymptotic unbiasedness and consistency under possibly minimal assumptions and the rates of convergence of the mean square error, laws of theiterated logarithm and Berry-Esseen type theorems under suitably stronger assumptions are discussed for the estimators in question. The paper is a slightly modified version of an earlier paper of the second author (to appear in "Sequential methods in statistics", R.Zieliński fed.J, Banach Center Publications, vol. 16 , PVN - Polish Scientific Publishers)},
author = {Jacek Koronacki, W. Wertz},
journal = {Mathematica Applicanda},
keywords = {Estimation},
language = {eng},
number = {25},
pages = {null},
title = {Recursive probability density estimation},
url = {http://eudml.org/doc/293062},
volume = {13},
year = {1985},
}

TY - JOUR
AU - Jacek Koronacki
AU - W. Wertz
TI - Recursive probability density estimation
JO - Mathematica Applicanda
PY - 1985
VL - 13
IS - 25
SP - null
AB - In the paper a survey of the asymptotic theory of recursive estimation of probability densities is given. Stress is laid on pointwise properties. In particular, asymptotic unbiasedness and consistency under possibly minimal assumptions and the rates of convergence of the mean square error, laws of theiterated logarithm and Berry-Esseen type theorems under suitably stronger assumptions are discussed for the estimators in question. The paper is a slightly modified version of an earlier paper of the second author (to appear in "Sequential methods in statistics", R.Zieliński fed.J, Banach Center Publications, vol. 16 , PVN - Polish Scientific Publishers)
LA - eng
KW - Estimation
UR - http://eudml.org/doc/293062
ER -