A note on density estimation for binary sequences

Karthik Bharath

Statistics & Probability Letters, 2013, vol. 83, issue 12, 2735-2742

Abstract: A histogram estimate of the Radon–Nikodym derivative of a probability measure with respect to a dominating measure is developed for binary sequences in {0,1}N. A necessary and sufficient condition for the consistency of the estimate in the mean-square sense is given. It is noted that the product topology on {0,1}N and the corresponding dominating product measure pose considerable restrictions on the rate of sampling required for the requisite convergence.

Keywords: Cantor space; Radon–Nikodym derivative; Histogram; Mean-square consistency (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.09.013

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