Density estimation using game theory

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dc.contributor.affiliationUniversidade de Santiago de Compostela. Departamento de Economía Cuantitativa
dc.contributor.authorGarcía Jurado, Ignacio
dc.contributor.authorMéndez Naya, Luciano
dc.contributor.authorSánchez Sellero, César
dc.date.accessioned2025-01-14T11:32:14Z
dc.date.available2025-01-14T11:32:14Z
dc.date.issued2004-01-01
dc.descriptionThis version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: https://doi.org/10.1007/s001860400349
dc.description.abstractIn 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.
dc.description.sponsorshipAuthors acknowledge the financial support of Spanish Ministry for Science and Technology and FEDER through projects BFM2002-03213 and BEC2002-04102-C02-02 and of Xunta de Galicia through projects PGIDT00PXI20104PR and PGIDT03PXIC20701PN.
dc.identifier.citationGarcía-Jurado, I., Méndez-Naya, L. & Sánchez-Sellero, C. Density estimation using game theory. Math Meth Oper Res 59, 349–357 (2004). https://doi.org/10.1007/s001860400349
dc.identifier.doi10.1007/s001860400349
dc.identifier.urihttps://hdl.handle.net/10347/38560
dc.journal.titleMathematical Methods of Operations Research
dc.language.isoeng
dc.page.final357
dc.page.initial349
dc.publisherSpringer
dc.relation.projectID04102
dc.relation.publisherversionhttps://doi.org/10.1007/s001860400349
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internationalen
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectCooperative Games
dc.subjectDensity Estimation
dc.subjectShapley Value
dc.titleDensity estimation using game theory
dc.typejournal article
dc.type.hasVersionAM
dc.volume.number59
dspace.entity.typePublication
relation.isAuthorOfPublication3565451a-9452-4dfd-957a-7aecb2c746cf
relation.isAuthorOfPublication2383ef18-2174-40b9-9c8e-3669f00b99b2
relation.isAuthorOfPublication.latestForDiscovery3565451a-9452-4dfd-957a-7aecb2c746cf

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