Probability density estimation using data projection
Articles
Mindaugas Kavaliauskas
Kauno technologijos universitetas
Published 2009-12-20
https://doi.org/10.15388/LMR.2009.53
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Keywords

projection pursuit
probability density function
nonparametric estimation
projection index

How to Cite

Kavaliauskas , M. (2009) “Probability density estimation using data projection”, Lietuvos matematikos rinkinys, 50(proc. LMS), pp. 298–303. doi:10.15388/LMR.2009.53.

Abstract

Nonparametric estimation of multivariate multimodal probability density is analysed. The projection pursuit density estimator was proposed by J.H. Friedman. Author of this paper proposes the modifications of original Friedman algorithm: employing a kernel density estimator, and a projection index based on Kolmogorov–Smirnov statistic. The efficiency of proposed modifications is analysed using computer simulation technique.

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