Bin width selection in multivariate histograms by the combinatorial method
Bin width selection in multivariate histograms by the combinatorial method
复制标题
通过组合方法选择多元直方图中的箱宽度
作者:
L. Devroye;G. Lugosi
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.