{"created":"2023-06-20T15:10:38.321826+00:00","id":6868,"links":{},"metadata":{"_buckets":{"deposit":"2e8ee21c-1aeb-4768-9712-2b109576c20b"},"_deposit":{"created_by":3,"id":"6868","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"6868"},"status":"published"},"_oai":{"id":"oai:ynu.repo.nii.ac.jp:00006868","sets":["616:627:659"]},"author_link":["29776"],"item_6_biblio_info_8":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1994","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"152","bibliographicPageStart":"127","bibliographicVolumeNumber":"41","bibliographic_titles":[{"bibliographic_title":"Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学"}]}]},"item_6_description_17":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_6_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Let ＄￥{X_{z} : z￥in R^{a}￥}＄ be a strictly stationary real-valued random field and ＄￥{N(A) : A￥subset R^{d}￥}＄ a Poisson random measure which is independent of ＄X＄ . Assume that the distribution of ＄X_{z}＄ has a density function ＄f(x)＄ . Fix an observation-domain ＄V￥subset R^{d}＄ . Suppose that we are to estimate the value ＄f(x)＄ using the data observed on V. lf the data are given as observations at counting points of ＄N(dz)＄ , then the following kernel density estimator is natural: ＄f_{V}(x)=(N(V)h_{N(V)})^{-1}￥int_{V}K((x-X_{z})/h_{N(V)})N(dz)＄ where ＄h_{n}＄ is a band-width parameter. In this paper we discuss the central limit theorem and the convergence rate of the bias and the mean square error for ＄f_{V}(x)＄ as the volume ＄|V|＄ tends to ＄￥infty＄ . In addition, we shall refer to the estimations of joint probability density functions.","subitem_description_type":"Abstract"}]},"item_6_publisher_35":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Yokohama City University and Yokohama National University"}]},"item_6_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA0089285X","subitem_source_identifier_type":"NCID"}]},"item_6_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"00440523","subitem_source_identifier_type":"ISSN"}]},"item_6_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Department of Mathematics, and Informatics, Tokyo Gakugei University, Koganei, Tokyo 184, Japan"}]},"item_6_version_type_18":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Takahata, Hiroshi"}],"nameIdentifiers":[{"nameIdentifier":"29776","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-09-26"}],"displaytype":"detail","filename":"YMJ_41_N2_1994_127-152.pdf","filesize":[{"value":"1.7 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"YMJ_41_N2_1994_127-152.pdf","url":"https://ynu.repo.nii.ac.jp/record/6868/files/YMJ_41_N2_1994_127-152.pdf"},"version_id":"a8b44226-12b0-484d-8fa4-75951b67b9a0"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"NONPARAMETRIC DENSITY ESTIMATIONS FOR A CLASS OF MARKED POINT PROCESSES","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"NONPARAMETRIC DENSITY ESTIMATIONS FOR A CLASS OF MARKED POINT PROCESSES"}]},"item_type_id":"6","owner":"3","path":["659"],"pubdate":{"attribute_name":"公開日","attribute_value":"2009-12-15"},"publish_date":"2009-12-15","publish_status":"0","recid":"6868","relation_version_is_last":true,"title":["NONPARAMETRIC DENSITY ESTIMATIONS FOR A CLASS OF MARKED POINT PROCESSES"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-06-20T18:42:40.193864+00:00"}