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On-line density estimators with high efficiency

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2 Author(s)
Hossjer, O. ; Dept. of Math. Stat., Lund Inst. of Technol., Sweden ; Holst, U.

Presents on-line procedures for estimating density functions and their derivatives. At each step, M terms are updated. By increasing M the efficiency compared to the traditional off-line kernel density estimator tends to one. Already for M=2, it exceeds 99.1% for kernel orders and derivatives of practical interest

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Information Theory, IEEE Transactions on  (Volume:41 ,  Issue: 3 )