Golyandina, Nina; Pepelyshev, Andrey; Steland, Ansgar - In: Computational Statistics & Data Analysis 56 (2012) 7, pp. 2206-2218
The application of Singular Spectrum Analysis (SSA) to the empirical distribution function sampled at a grid of points … both the distribution function and the density function. SSA yields a data-adaptive filter, whose length is a parameter … general uniform error bound is proved for the proposed SSA estimate of the distribution function, which ensures its uniform …