MULTIVARIATE K-NEAREST NEIGHBOR DENSITY ESTIMATES

被引：169

作者：

MACK, YP

ROSENBLATT, M

机构：

[1] University of California, San Diego, La Jolla

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1979年 / 9卷 / 01期

关键词：

bias; Density estimates; k-nearest neighbor; kernel estimate; order statistics; tail behavior; variance;

D O I：

10.1016/0047-259X(79)90065-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Under appropriate assumptions, expressions describing the asymptotic behavior of the bias and variance of k-nearest neighbor density estimates with weight function w are obtained. The behavior of these estimates is compared with that of kernel estimates. Particular attention is paid to the properties of the estimates in the tail. © 1979.

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页码：1 / 15

页数：15

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