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Polynomial estimation of probability densities

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Abstract

We propose a new quality criterion and an iterative algorithm for polynomial estimation of probability densities of a random quantity. The properties of the optimal estimate are studied and the conditions and rate of its convergence are found.

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Authors
  1. M. A. Ostrovsky
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Additional information

Antiaircraft Command High School of Nizhny Novgorod, Russia. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 40, No. 11, pp. 1416–1432, November, 1997.

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Ostrovsky, M.A. Polynomial estimation of probability densities. Radiophys Quantum Electron 40, 955–966 (1997). https://doi.org/10.1007/BF02676697

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  • DOI: https://doi.org/10.1007/BF02676697

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