Adaptive Estimation of Distributions using Exponential Sub-Families
نویسنده
چکیده
An algorithm is presented which, for a large-dimensional exponential family G, nds a lower dimension exponential sub-family of G which contains distributions best tting groups of identically distributed observations within a set of data. The data are therefore tted to a family of distributions which has been adaptively chosen as representative of them. The algorithm is implemented in the special case in which G is a logspline family of distributions. An example data set is analyzed using the method.
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تاریخ انتشار 1998