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A new kernel-projective statistical estimator in the Monte Carlo method

  • Gennady A. Mikhailov EMAIL logo , Natalya V. Tracheva and Sergey A. Ukhinov

Abstract

In the present paper, we propose a new combined kernel-projective statistical estimator of the two-dimensional distribution density, where the first ‘main’ variable is processed with the kernel estimator, and the second one is processed with the projective estimator for the conditional distribution density. In this case, statistically estimated coefficients of some orthogonal expansion of the conditional distribution density are used for each ‘kernel’ interval defined by a micro-sample. The root-mean-square optimization of such an estimator is performed under the assumptions concerning the convergence rate of the used orthogonal expansion. The numerical study of the constructed estimator is implemented for angular distributions of the radiation flux forward-scattered and backscattered by a layer of matter. A comparative analysis of the results is performed for molecular and aerosol scattering.

MSC 2010: 65C05

Funding statement: The work was supported by the Russian Foundation for Basic Research (project No. 18–01–00356)

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Received: 2020-06-18
Accepted: 2020-10-02
Published Online: 2020-12-09
Published in Print: 2020-12-16

© 2020 Walter de Gruyter GmbH, Berlin/Boston

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