Рубрики:
BANDWIDTH SELECTION
CROSS-VALIDATION
CHOICE
Кл.слова (ненормированные):
probability density -- nonparametric Rosenblatt-Parzen estimate -- optimization methods -- kernel function -- approximation properties
BANDWIDTH SELECTION
CROSS-VALIDATION
CHOICE
Кл.слова (ненормированные):
probability density -- nonparametric Rosenblatt-Parzen estimate -- optimization methods -- kernel function -- approximation properties
Аннотация: The results of a comparison of the most common optimization methods for the nonparametric estimation of the probability density of Rosenblatt-Parzen are presented. To select the optimal values of the blur coefficients of kernel functions, minimum conditions for the standard deviation of the nonparametric estimate of the probability density and the maximum of the likelihood function are used.
WOS,
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Scopus
Держатели документа:
Russian Acad Sci, Siberian Branch, Inst Computat Modeling, Krasnoyarsk, Russia.
Reshetnev Siberian State Univ Sci & Technol, Krasnoyarsk, Russia.
Доп.точки доступа:
Lapko, A. V.; Lapko, V. A.