Density estimation from an individual numerical sequence

The article considers univariate density estimation from an individual numerical sequence. It is assumed that (i) the limiting relative frequencies of the numerical sequence are governed by an unknown density, and (ii) there is a known upper bound for the variation of the density an an increasing sequence of intervals. A simple estimation scheme is proposed, and its L/sub 1/ consistency is established when (i) and (ii) apply. In addition it is shown that there is no consistent estimation scheme for the set of individual sequences satisfying only condition (i).

• Publication year

  1998

• Venue

  Proceedings. 1998 IEEE International Symposium on Information Theory (Cat. No.98CH36252)

• Publication date

  1998-03-01

• Fields of study

  Mathematics, Computer Science

• Identifiers
  DOI 10.1109/ISIT.1998.708960arXiv 0710.2500
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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