Publication:1055113

DOI10.1214/AOS/1176346255zbMATH Open0521.62033OpenAlexW2083904924MaRDI QIDQ1055113FDOQ1055113

Luc Devroye

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346255

zbMATH Keywords

strong consistencydensity estimationkernel estimateequivalence of weak, strong and complete convergenceL1 convergenceParzen-Rosenblatt estimate

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Cited In (51)

• The kernel estimate is relatively stable
• Exponential bounds of mean error for the kernel estimate of regression functions
• Probability density estimation with data missing at random when covariables are present
• Consistency of a nearest neighbor density estimator for dependent variables
• Title not available (Why is that?)
• Adaptive density estimation based on real and artificial data
• Probability density estimation for survival data with censoring indicators missing at random
• Quasi-universal bandwidth selection for kernel density estimators
• On estimation of generalized densities
• Perception of probabilities in situations of risk: a case based approach
• Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators
• A note on the universal consistency of the kernel distribution function estimator
• Asymptotic of theL_r-norm of density estimators in the autoregressive time series
• Kernel density estimation for spatial processes: The \(L_{1}\) theory
• Necessary and sufficient conditions for the convergence of integrated and mean-integratedr-th order error of histogram density estimates
• Nonparametric estimation of a conditional density
• Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes
• Extended Glivenko–Cantelli theorem and L₁ strong consistency of innovation density estimator for time-varying semiparametric ARCH model
• Bayesian classifiers based on kernel density estimation: flexible classifiers
• Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models
• Semiparametric inference with kernel likelihood
• Semiparametric estimation of a two-component mixture model
• Conditional kernel density estimation for some incomplete data models
• Adaptive Estimation of a Conditional Density
• L₁-Consistency of the kernel density estimators based on randomly right censored data
• New multivariate product density estimators
• Moderate deviations of \(L_1\)-error of empirical measures on partitions
• Consistency of multivariate density estimators using random bandwidths
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• On theL₁-consistency of wavelet density estimates
• Estimation of a time-dependent density
• Minimax properties of Dirichlet kernel density estimators
• Estimation of a distribution from data with small measurement errors
• Mechanism Design for Correlated Valuations: Efficient Methods for Revenue Maximization
• The \(L_{1}\) strong consistency of ARCH innovation density estimator
• Generic Consistency for Approximate Stochastic Programming and Statistical Problems
• Universal consistency of delta estimators
• An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
• Kernel estimators of density function of directional data
• Nonparametric density estimates with improved . performance on given sets of densities
• On the reconstruction of convex sets from random normal measurements
• Qualitative robustness in abstract inference
• Multiclass classification with potential function rules: margin distribution and generalization
• Some functional large deviations principles in nonparametric function estimation
• On testing pseudorandom generators via statistical tests based on the arcsine law
• Probability density estimation with surrogate data and validation sample
• Minimum divergence estimators for the Radon–Nikodym derivatives of the semi-Markov kernel
• Large deviations in total variation of occupation measures of one-dimensional diffusions
• Estimation of a semiparametric mixture of regressions model
• Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes
• A universally acceptable smoothing factor for kernel density estimates

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