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Polynomial estimation of probability densities |
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| Authors: | M A Ostrovsky |
| Abstract: | We propose a new quality criterion and an iterative algorithm for polynomial estimation of probability densities of a random quantity. The properties of the optimal estimate are studied and the conditions and rate of its convergence are found. Antiaircraft Command High School of Nizhny Novgorod, Russia. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 40, No. 11, pp. 1416–1432, November, 1997. |
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