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
Published in:
Information Theory, IEEE Transactions on
(Volume:41
,
Issue:
3
)
Date of Publication: May 1995