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
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)