KIAM Main page Web Library  •  Publication Searh  Русский 

KIAM Preprint № 14, Moscow, 2013
Authors: Orlov Y. N.
Optimal histogram interval for non-stationary time-series distribution function density estimation
The properties of distributions of the distances between two empirical distribution function densities for non-stationary time-series are investigated. The optimal choice of histogram interval is suggested on the basis of self-agreement accuracy of empirical probability. The estimation is given by a new non-parametric method.
optimal histogram class interval, non-stationary distributions, time series
Publication language: russian,  pages: 26
Research direction:
Mathematical modelling in actual problems of science and technics
Russian source text:
Export link to publication in format:   RIS    BibTex
View statistics (updated once a day)
over the last 30 days — 19 (-5), total hit from 01.09.2019 — 1144