MULTIVARIATE K-NEAREST NEIGHBOR DENSITY ESTIMATES

被引:165
作者
MACK, YP
ROSENBLATT, M
机构
[1] University of California, San Diego, La Jolla
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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