Luc Devroye, Gabor Lugosi, "Combinatorial Methods in Density Estimation"

Publisher:Springer | ISBN: 0387951172 | edition 2001 | Scan PDF | 208 pages

来自豆瓣的简介：

Density estimation has evolved enormously since the days of bar plots and histograms, but researchers and users are still struggling with the problem of the selection of the bin widths. This book is the first to explore a new paradigm for the data-based or automatic selection of the free parameters of density estimates in general so that the expected error is within a given constant multiple of the best possible error. The paradigm can be used in nearly all density estimates and for most model selection problems, both parametric and nonparametric.

目录：

Introduction.-Concentration Inequalities.- Uniform Deviation Inequalities.- Combinatorial Tools.- Total Variation.- Choosing a Density Estimate from a Collection.- Skeleton Estimates.- The Minimum Distance Estimate: Examples.- The Kernel Density Estimate.- Additive Estimates and Data Splitting.- Bandwidth Selection for Kernel Estimates.- Multiparameter Kernel Estimates.- Wavelet Estimates.- The Transformed Kernel Estimate.- Minimax Theory.- Choosing the Kernel Order.- Bandwidth Choice with Superkernels.

(Devroye et al, 2001)Combinatorial Methods in Density Estimation.pdf
大小:(14.18 MB)

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