Convergence Properties of Frequency Interpolation Density Estimation under Wide Orthant Dependent Samples
Frequency polygon interpolation estimation is a very important probability density estimation method,which not on-ly converges faster than histogram estimation under the same amount of calculation but also is simpler and more convenient than density kernel estimation in calculating binary metadata sets,so further exploration of it is valuable.Let{Xn,n≥1}be a wide orthant dependent sequence,with a common unknown density function f(x),by using the Rosenthal-type inequality for wide orthant depen-dent sequence and truncated technique,under the right conditions,the strong consistency and the r-order mean consistency of fre-quency interpolation density estimation are obtained.
wide orthant dependent sequencefrequency polygons density estimationstrong consistencyr-order mean conver-gence
万方数据
维普
