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arXiv · 2102.07867

Exponential confidence interval based on the recursive Wolverton-Wagner density estimation

M. R. Formica·E. Ostrovsky·L. Sirota
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Abstract

We derive the exponential non improvable Grand Lebesgue Space norm decreasing estimations for tail of distribution for exact normed deviation for the famous recursive Wolverton-Wagner multivariate statistical density estimation. We consider pointwise as well as Lebesgue-Riesz norm error of statistical density of measurement.

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M. R. Formica, E. Ostrovsky, L. Sirota. 2021-02-15. Exponential confidence interval based on the recursive Wolverton-Wagner density estimation. https://arxiv.org/abs/2102.07867

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