STATISTICAL ESTIMATION OF A LOGARITHMIC DERIVATIVE MEASURE IN A HILBERT SPACE

被引：0

作者：

Nadaraya, E. A. ^{[1
]}

Sokhadze, G. A. ^{[1
]}

Shatashvili, A. D. ^{[2
]}

机构：

[1] I Dzhavakhishvili State Univ, Tbilisi, Georgia

[2] Natl Acad Sci Ukraine, Inst Appl Math & Mech, Donetsk, Ukraine

来源：

CYBERNETICS AND SYSTEMS ANALYSIS | 2009年 / 45卷 / 05期

关键词：

logarithmic derivative of a measure; independent observations; statistical analysis; nonparametric estimates;

D O I：

10.1007/s10559-009-9150-0

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

The paper considers the estimation of a logarithmic derivative of measures in a Hilbert space in the framework of statistical data analysis based on independent observations. The estimates obtained are of great importance since analogs of the Glivenko-Cantelli theorem are absent in an infinite-dimensional space. Applying the nonparametric estimation method, the problem stated is partially solved for finite-dimensional and infinite-dimensional spaces.

引用

页码：762 / 766

页数：5

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[4]

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