Cross-validation method for bivariate measure with certain mixture

Affiliation auteursAffiliation ok
TitreCross-validation method for bivariate measure with certain mixture
Type de publicationConference Paper
Year of Publication2016
AuteursSabre R
EditorGaol FL
Conference Name4TH INTERNATIONAL CONFERENCE ON SCIENCE & ENGINEERING IN MATHEMATICS, CHEMISTRY AND PHYSICS 2016 (SCIETECH 2016)
PublisherIOP PUBLISHING LTD
Conference LocationDIRAC HOUSE, TEMPLE BACK, BRISTOL BS1 6BE, ENGLAND
Résumé

We consider a pair of random variables (X, Y) whose probability measure is the sum of an absolutely continuous measure, a discrete measure and a finite number of absolutely continuous measures on several lines. An asymptotically unbiased and consistent estimate of the density of the continuous part is given in [13]. In this work, we focus on the choice of these parameters so that this estimate will be optimal and the rate of convergence will be better. we as well as its rate of convergence. To achieve this we use the cross-validation technics.

DOI10.1088/1742-6596/710/1/012038