By Topic

Density estimation from an individual numerical sequence

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Nobel, A.B. ; Dept. of Stat., North Carolina Univ., Chapel Hill, NC, USA ; Morvai, G. ; Kulkarni, S.R.

This paper considers estimation of a univariate density from an individual numerical sequence. It is assumed that (1) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (2) 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 L1 consistent when (1) and (2) apply. In addition, it is shown that there is no consistent estimation scheme for the set of individual sequences satisfying only condition (1)

Published in:

Information Theory, IEEE Transactions on  (Volume:44 ,  Issue: 2 )