会议专题

Bootstrap Kernel Estimators For Multivariate Density Functional

Let X1,…,Xn be independent identically distributed random variable series, having the common probability density function. The bootstrap method is discussed for the kernel estimation f(AT) of the density function fn(X)=1/nhd det(S)1/2∑K(X-X1)TS-1(XX1)/h2). It has been shown that the bootstrap works for kernel estimates.

multivariate density functional Kernel estimate Bootstrap.

De wang Li An-minTang

Department of Mathematics, Hechi University, Yi zhou Guangxi, 546300.

国际会议

2010 International Conference on Probability and Statistics of the International Institute for General Systems Studies(国际一般系统理论研究会中国概率统计学会第二届学术会议IIGSS-CPS2010)

南京

英文

210-214

2010-07-29(万方平台首次上网日期,不代表论文的发表时间)