RT Journal Article
T1 Density estimation using game theory
A1 García Jurado, Ignacio
A1 Méndez Naya, Luciano
A1 Sánchez Sellero, César
K1 Cooperative Games
K1 Density Estimation
K1 Shapley Value
AB 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.
PB Springer
YR 2004
FD 2004-01-01
LK https://hdl.handle.net/10347/38560
UL https://hdl.handle.net/10347/38560
LA eng
NO García-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
NO This 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
NO Authors 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.
DS Minerva
RD 28 abr 2026