Bin width selection in multivariate histograms by the combinatorial method

Bin width selection in multivariate histograms by the combinatorial method
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通过组合方法选择多元直方图中的箱宽度

DOI:
10.1007/bf02603004
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发表时间:
2004
期刊:
影响因子:
1.3
通讯作者:
G. Lugosi
G. Lugosi
中科院分区:
数学2区
文献类型:
--
作者:
L. Devroye;G. Lugosi

文献摘要

被引文献

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**摘要** 我们给出了几种多元直方图密度估计量,它们在一个常数因子和一个附加项$$O\left( {\sqrt {\log {n \mathord{\left/ {\vphantom {n n}} \right. \kern-\nulldelimiterspace} n}} } \right)$$的范围内是普遍的$L_1$最优的。箱宽是通过作者在《密度估计中的组合方法》(施普林格出版社,2001年)中所开发的组合方法来选择的。本文解决了那本书中遗留的一个问题。
AbstractWe present several multivariate histogram density estimates that are universallyL1-optimal to within a constant factor and an additive term $$O\left( {\sqrt {\log {n \mathord{\left/ {\vphantom {n n}} \right. \kern-\nulldelimiterspace} n}} } \right)$$ . The bin widths are chosen by the combinatorial method developed by the authors inCombinatorial Methods in Density Estimation (Springer-Verlag, 2001). The present paper solves a problem left open in that book.