Accession Number:

ADA056337

Title:

Consistency of the Autoregressive Method of Density Estimation.

Descriptive Note:

Technical rept.,

Corporate Author:

STATE UNIV OF NEW YORK AT BUFFALO AMHERST STATISTICAL SCIENCE DIV

Personal Author(s):

• Carmichael,Jean-Pierre

Report Date:

1978-03-01

Pagination or Media Count:

25.0

Abstract:

A density function fdot, with 1f dot both Lebesgue-integrable, has a representation as an autoregressive spectral density. This representation is used to obtain new density autoregressive estimators of different orders p based on the empirical characteristic function of a sample of size n. The consistency of these new estimators is shown under varying conditions on the smoothness of fdot.

Descriptors:

• *PROBABILITY DENSITY FUNCTIONS
• *REGRESSION ANALYSIS
• MATRICES(MATHEMATICS)
• CONSISTENCY
• ESTIMATES
• CONVERGENCE
• HILBERT SPACE

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE