ANALYSIS OF THE MEAN SQUARE ERROR DISPERSION OF APPROXIMATION BY NONPARAMETRIC ESTIMATION OF A KERNEL PROBABILITY DENSITY
The asymptotic expression of the mean square error dispersion of approximation by nonparametric estimates of the probability density of Rosenblatt-Parzen-type is determined in the article. By using the Chebyshev inequality it is possible to establish and research the dependence of the source statistical data level on the boundary of large deviations and the corresponding probabilities.
Keywords: probability density, nonparametric estimation, asymptotic properties, dispersion, probability of large deviations.
