Modified Algorithm for Rapid Choice of Spread Coefficients for Kernel Estimates of Multidimensional Probability Densities

2021 ◽  
Vol 63 (11) ◽  
pp. 856-861
Author(s):  
A. V. Lapko ◽  
V. A. Lapko
Keyword(s):  
Kernel Estimates ◽  
Probability Densities ◽  
Multidimensional Probability ◽  
Modified Algorithm

scholarly journals Variable window width kernel estimates of probability densities

1992 ◽  
Vol 91 (1) ◽  
pp. 133-133
Author(s):  
Peter Hall ◽  
J. S. Marron
Keyword(s):  
Kernel Estimates ◽  
Window Width ◽  
Probability Densities ◽  
Variable Window

scholarly journals Improved Variable Window Kernel Estimates of Probability Densities

1995 ◽  
Vol 23 (1) ◽  
pp. 1-10 ◽  
Author(s):  
Peter Hall ◽  
Tien Chung Hu ◽  
J. S. Marron
Keyword(s):  
Kernel Estimates ◽  
Probability Densities ◽  
Variable Window

Modified algorithm for fast bandwidth selection for kernel estimates of multidimensional probability densities

2020 ◽  
pp. 9-13
Author(s):  
A. V. Lapko ◽  
V. A. Lapko
Keyword(s):  
Probability Density ◽  
Optimal Parameter ◽  
Random Variables ◽  
Kernel Functions ◽  
Independent Random Variables ◽  
Functional Dependencies ◽  
Approximation Properties ◽  
Probability Density Estimation ◽  
Multidimensional Probability ◽  
Selection Of

An original technique has been justified for the fast bandwidths selection of kernel functions in a nonparametric estimate of the multidimensional probability density of the Rosenblatt–Parzen type. The proposed method makes it possible to significantly increase the computational efficiency of the optimization procedure for kernel probability density estimates in the conditions of large-volume statistical data in comparison with traditional approaches. The basis of the proposed approach is the analysis of the optimal parameter formula for the bandwidths of a multidimensional kernel probability density estimate. Dependencies between the nonlinear functional on the probability density and its derivatives up to the second order inclusive of the antikurtosis coefficients of random variables are found. The bandwidths for each random variable are represented as the product of an undefined parameter and their mean square deviation. The influence of the error in restoring the established functional dependencies on the approximation properties of the kernel probability density estimation is determined. The obtained results are implemented as a method of synthesis and analysis of a fast bandwidths selection of the kernel estimation of the two-dimensional probability density of independent random variables. This method uses data on the quantitative characteristics of a family of lognormal distribution laws.

A modified algorithm for planarity testing and constructing the topological drawing of a graph. The thread method

2018 ◽  
Vol 10 (4) ◽  
pp. 53-74
Author(s):  
S.V. Kurapov ◽  
M.V. Davidovsky ◽  
A.V. Tolok
Keyword(s):  
Topological Drawing ◽  
Modified Algorithm

A Modified Algorithm for Reduction of Error in Combined Numerical Integration

2019 ◽  
Vol 51 (04) ◽  
pp. 745-750
Author(s):  
A.A BHATTI ◽  
M.S CHANDIO ◽  
R.A MEMON ◽  
M.M SHAIKH
Keyword(s):  
Numerical Integration ◽  
Modified Algorithm
Sign in / Sign up

Export Citation Format

Share Document