Density estimation using game theory

In this note we show that the mathematical tools of cooperative game theory allow a successful approach to the statistical problem of estimating a density function. Specifically, any random sample of an absolutely continuous random variable determines a transferable utility game, the Shapley value of which proves to be an estimator of the density function of binned kernel and WARPing types, with good computational and statistical properties. Copyright Springer-Verlag 2004

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Year of publication:	2004
Authors:	García-Jurado, Ignacio ; Méndez-Naya, Luciano ; Sánchez-Sellero, César
Published in:	Computational Statistics. - Springer. - Vol. 59.2004, 3, p. 349-357
Publisher:	Springer
Subject:	Cooperative games \| Density estimation \| Shapley value

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010759187