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Estimation of probability density function in the case of multiplicative noise. (English. Russian original) Zbl 07537775

J. Math. Sci., New York 262, No. 4, 574-580 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 259-267 (2020).
Summary: In the present paper, we consider the problem of probability density function estimation. Our data has multiplicative noise; therefore, we cannot use direct methods. Our method is based on estimation of coefficients of the Fourier transform for the density function.

MSC:

62Gxx Nonparametric inference
60Gxx Stochastic processes
62-XX Statistics
Full Text: DOI

References:

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[4] Wasserman, L., All of Nonparametric Statistics (2006), Berlin: Springer, Berlin · Zbl 1099.62029
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