Reducing the computational cost of the ECF using a nuFFT: A fast and objective probability density estimation method

Computational Statistics and Data Analysis

Volumn 79, Issue , 2014, Pages 222-234

  O'Brien, Travis A ^a   Collins, William D ^a,b   Rauscher, Sara A ^c   Ringler, Todd D ^d  

^a LAWRENCE BERKELEY NATIONAL LABORATORY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF DELAWARE   (United States)

^d LOS ALAMOS NATIONAL LABORATORY   (United States)

Author keywords

ECF; Empirical characteristic function; Histogram; Kernel density estimation; Nonuniform FFT; nuFFT

Indexed keywords

ESTIMATION; FAST FOURIER TRANSFORMS; FRACTALS; NORMAL DISTRIBUTION; PROBABILITY DENSITY FUNCTION; VELOCITY;

ECF; EMPIRICAL CHARACTERISTIC FUNCTION; HISTOGRAM; KERNEL DENSITY ESTIMATION; NUFFT;

COST REDUCTION;

EID: 84903131875     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2014.06.002     Document Type: Article

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