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Regression estimate of the multidimensional probability density and its properties

  • Analysis and Synthesis of Signals and Images
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Optoelectronics, Instrumentation and Data Processing Aims and scope

Abstract

A method of synthesis and analysis of regression estimate of the multidimensional probability density under conditions of a large volume of initial statistical data is proposed. Its asymptotic properties are investigated. On this basis, the relationship between the efficiency factor of the proposed estimate and the parameters of the procedure of expansion of initial data is established.

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References

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Authors and Affiliations

  1. Institute of Computational Modeling, Siberian Branch, Russian Academy of Sciences, Akademgorodok 50, building 44, Krasnoyarsk, 660036, Russia

    A. V. Lapko & V. A. Lapko

  2. Reshetnev Siberian State Aerospace University, pr. im. Gazety “Krasnoyarskii rabochii” 31, Krasnoyarsk, 660014, Russia

    A. V. Lapko & V. A. Lapko

Authors
  1. A. V. Lapko
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  2. V. A. Lapko
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Correspondence to A. V. Lapko.

Additional information

Original Russian Text © A.V. Lapko, V.A. Lapko, 2014, published in Avtometriya, 2014, Vol. 50, No. 2, pp. 50–56.

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Lapko, A.V., Lapko, V.A. Regression estimate of the multidimensional probability density and its properties. Optoelectron.Instrument.Proc. 50, 148–153 (2014). https://doi.org/10.3103/S875669901402006X

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  • DOI: https://doi.org/10.3103/S875669901402006X

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