Frequency polygons for random fields (density estimation for random fields)

 

Uloženo v:
Podrobná bibliografie
Autor: Carbon, Michel
Médium: artículo original
Stav:Versión publicada
Datum vydání:2007
Popis:The purpose of this paper is to investigate the frequency polygon as a density estimator for stationary random fields indexed by multidimensional lattice points space. Optimal bin widths which asymptotically minimize integrated errors (IMSE) are derived. Under weak conditions, frequency polygons achieve the same rate of convergence to zero of the IMSE as kernel estimators. They can also attain the optimal uniform rate of convergence under general conditions. Frequency polygons thus appear to be very good density estimators with respect to both criteria of IMSE and uniform convergence.
Země:Portal de Revistas UCR
Instituce:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Jazyk:Español
OAI Identifier:oai:portal.ucr.ac.cr:article/39304
On-line přístup:https://revistas.ucr.ac.cr/index.php/matematica/article/view/39304
Klíčové slovo:random field
frequency polygons
bandwidth
campos aleatorios
polígono de frecuencia
ancho de banda