Article | REF: AF603 V1

Functional estimation

Author: Denis BOSQ

Publication date: October 10, 2009

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2. Empirical law

In the sample framework, where X = (X 1 ,...,X n ) has as components independent variables of the same law μ, we define the empirical law by posing :

where the notation δ (a) denotes the "mass" (+ 1) at point a; μ n is therefore constructed by assigning...

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Empirical law