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 o...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2004 |
| País: | España |
| Institución: | Universidad de Santiago de Compostela (USC) |
| Repositorio: | Minerva. Repositorio Institucional de la Universidad de Santiago de Compostela |
| Idioma: | inglés |
| OAI Identifier: | oai:minerva.usc.gal:10347/38560 |
| Acceso en línea: | https://hdl.handle.net/10347/38560 |
| Access Level: | acceso abierto |
| Palabra clave: | Cooperative Games Density Estimation Shapley Value |
| Sumario: | 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. |
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