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Comparison of density estimators. [Estimation of probability density functions]

Conference ·
OSTI ID:5259503

Recent work in the field of probability density estimation has included the introduction of some new methods, such as the polynomial and spline methods and the nearest neighbor method, and the study of asymptotic properties in depth. This earlier work is summarized here. In addition, the computational complexity of the various algorithms is analyzed, as are some simulations. The object is to compare the performance of the various methods in small samples and their sensitivity to change in their parameters, and to attempt to discover at what point a sample is so small that density estimation can no longer be worthwhile. (RWR)

Research Organization:
Brookhaven National Lab., Upton, N.Y. (USA)
DOE Contract Number:
EY-76-C-02-0016
OSTI ID:
5259503
Report Number(s):
BNL-23305; CONF-770874-2
Country of Publication:
United States
Language:
English

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