Multivariate k-nearest neighbor density estimates

作者: Y.P Mack , M Rosenblatt

DOI: 10.1016/0047-259X(79)90065-4

关键词: Statistical physicsKernel (statistics)Multivariate kernel density estimationk-nearest neighbors algorithmMathematicsVariable kernel density estimationOrder statisticWeight functionVariance (accounting)Multivariate statisticsStatistics

摘要: Abstract Under appropriate assumptions, expressions describing the asymptotic behavior of bias and variance k-nearest neighbor density estimates with weight function w are obtained. The these is compared that kernel estimates. Particular attention paid to properties in tail.

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