Abstract:
The problem of estimating an unknown probability density f(x) by a d-dimensional sample X1,…,Xn, $X_j\inR^d$, is studied, observing only those sample elements which fall into the given bounded domain $G\subsetR^d$.
Keywords:
probability density, nonparametric estimators, analytic functions, projective estimators.
Citation:
I. A. Ibragimov, “On censored sample estimation of a multivariate analytic probability density”, Teor. Veroyatnost. i Primenen., 51:1 (2006), 95–108; Theory Probab. Appl., 51:1 (2007), 142–154
\Bibitem{Ibr06}
\by I.~A.~Ibragimov
\paper On censored sample estimation of a~multivariate analytic probability density
\jour Teor. Veroyatnost. i Primenen.
\yr 2006
\vol 51
\issue 1
\pages 95--108
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\transl
\jour Theory Probab. Appl.
\yr 2007
\vol 51
\issue 1
\pages 142--154
\crossref{https://doi.org/10.1137/S0040585X97982219}
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Linking options:
https://www.mathnet.ru/eng/tvp148
https://doi.org/10.4213/tvp148
https://www.mathnet.ru/eng/tvp/v51/i1/p95
This publication is cited in the following 3 articles:
A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev, “Ildar Abdullovich Ibragimov (on his ninetieth birthday)”, Russian Math. Surveys, 78:3 (2023), 573–583
I. A. Ibragimov, “On the estimation of the intensity density function of Poisson random field outside of the observation region”, J. Math. Sci. (N. Y.), 214:4 (2016), 484–492
Ibragimov I.A., “On the estimation of an analytic spectral density outside of the observation band”, Topics in Stochastic Analysis and Nonparametric Estimation, 2008, 85–103
Citation in format AMSBIB
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