On the Efficiency of On-Line Density Estimators

Abstract

An on-line density estimator may be defined to be one where each update, following the arrival of a new data value, may be accomplished after no more than a fixed number of calculations. This definition should also apply to any empirical bandwidth selection rule for such an estimator. Recursive estimators comprise only a special case of on-line estimators… (More)
DOI: 10.1109/18.333864

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