Density estimation from an individual numerical sequence
| dc.creator | Nobel, Andrew B. | |
| dc.creator | Morvai, Gusztav | |
| dc.creator | Kulkarni, Sanjeev R. | |
| dc.date | 2007-10-12 | |
| dc.date.accessioned | 2026-07-07T09:45:10Z | |
| dc.date.available | 2026-07-07T09:45:10Z | |
| dc.description | This paper considers estimation of a univariate density from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (ii) there is a known upper bound for the variation of the density on an increasing sequence of intervals. A simple estimation scheme is proposed, and is shown to be $L_1$ consistent when (i) and (ii) apply. In addition it is shown that there is no consistent estimation scheme for the set of individual sequences satisfying only condition (i). | |
| dc.identifier | https://arxiv.org/abs/0710.2500 | |
| dc.identifier | http://arxiv.org/abs/0710.2500 | |
| dc.identifier | IEEE Trans. Inform. Theory 44 (1998), no. 2, 537--541 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/163113 | |
| dc.subject | Probability | |
| dc.subject | Information Theory | |
| dc.subject | Statistics Theory | |
| dc.title | Density estimation from an individual numerical sequence | |
| dc.type | text |