Golyandina, Nina; Pepelyshev, Andrey; Steland, Ansgar - In: Computational Statistics & Data Analysis 56 (2012) 7, pp. 2206-2218
The application of Singular Spectrum Analysis (SSA) to the empirical distribution function sampled at a grid of points spanning the range of the sample leads to a novel and promising method for the computer-intensive nonparametric estimation of both the distribution function and the density...