Scientific journal

ISSN 1814-2400

INFORMATION SCIENCE AND CONTROL SYSTEMS

Lapko A. V., Lapko V. A.

PROPERTIES OF NONPARAMETRIC ESTIMATES OF MULTIDIMENSIONAL PROBABILITY DENSITY OF INDEPENDENT RANDOM VARIABLES

The asymptotic properties of the product of multidimensional nonparametric estimates of the probability density type Rosenblatt - Parzen. Determined by the significance of the influence of a priori information on the independence of random variables on the approximation properties of nonparametric estimates of the probability density.

Keywords: probability density, multi-dimensional independent random variables, nonparametric estimation, asymptotic properties, the a priori information.