Probability density estimation using data projection
Nonparametric estimation of multivariate multimodal probability density is analysed. The projection pursuit density estimator was proposed by J.H. Friedman. Author of this paper proposes the modifications of original Friedman algorithm: employing a kernel density estimator, and a projection index ba...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2009-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.journals.vu.lt/LMR/article/view/17983 |