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Resumen de Bin Width Selection in Multivariate Histograms by the Combinatorial Method

Luc Devroye Árbol académico, Gábor Lugosi

  • We present several multivariate histogram density estimates that are universally $L_1$-optimal to within a constant factor and an additive term $O(\sqrt{\log n / n })$. The bin widths are chosen by the combinatorial method developed by the authors in {\it Combinatorial Methods in Density Estimation} (Springer-Verlag, 2001). The present paper solves a problem left open in that book.

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