Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289): Difference between revisions

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scientific article; zbMATH DE number 923754

Language	Label	Description	Also known as
English	Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence	scientific article; zbMATH DE number 923754

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instance of

scholarly article

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title

Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (English)

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Canadian Journal of Statistics

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publication date

3 September 1996

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zbMATH Keywords

data-driven bandwidth selectors

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kernel estimates

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density estimation

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nonparametric regression

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alpha-mixing processes

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random bandwidth selector

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first-order asymptotic approximation

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dependent observations

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.2307/3315382

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cites work

On bandwidth variation in kernel estimates. A square root law

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Q4311943

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Asymptotic distribution of robust estimators for nonparametric models from mixing processes

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Asymptotic normality of some kernel-type estimators of probability density

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How Many Variables Should be Entered in a Regression Equation?

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Comparison of two bandwidth selectors with dependent errors

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Q3938968

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Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates

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The double kernel method in density estimation

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On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions

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Implementing semiparametric density estimation

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Integrated square error properties of kernel estimators of regression functions

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Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems

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Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation

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How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?

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Q4272612

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Data-driven bandwidth choice for density estimation based on dependent data

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Recent Developments in Nonparametric Density Estimation

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A simple root \(n\) bandwidth selector

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Weak convergence and efficient density estimation at a point

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An asymptotically efficient solution to the bandwidth problem of kernel density estimation

0 references

Local data-driven bandwidth choice for density estimation

0 references

Variable bandwidth kernel estimators of regression curves

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Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions

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Q5323406

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A local cross-validation algorithm for dependent data

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Bandwidth choice for nonparametric regression

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NONPARAMETRIC ESTIMATORS FOR TIME SERIES

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A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

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Nonparametric Estimation of the Transition Distribution Function of a Markov Process

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Nonparametric regression estimation under mixing conditions

0 references

Q3966924

0 references

Monte Carlo Study of Three Data-Based Nonparametric Probability Density Estimators

0 references

Kernel density estimation revisited

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Biased and Unbiased Cross-Validation in Density Estimation

0 references

A data-based algorithm for choosing the window width when estimating the density at a point

0 references

Q4272483

0 references

An asymptotically optimal window selection rule for kernel density estimates

0 references

Bootstrap choice of the smoothing parameter in kernel density estimation

0 references

Nonparametric function estimation for time series by local average estimators

0 references

On Choosing a Delta-Sequence

0 references

On the consistency of cross-validation in kernel nonparametric regression

0 references

Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences

0 references

Identifiers

zbMATH Open document ID

0858.62029

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DOI

10.2307/3315382

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4891289

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-Ricardo Fraiman
@@ Property / author: Ricardo Fraiman / rank @@
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+Ricardo Fraiman
@@ Property / author: Ricardo Fraiman / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.2307/3315382
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+Normal rank
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+W2084826183
@@ Property / OpenAlex ID: W2084826183 / rank @@
+Normal rank
@@ Property / cites work @@
+On bandwidth variation in kernel estimates. A square root law
+Normal rank
@@ Property / cites work @@
+Q4311943
@@ Property / cites work: Q4311943 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distribution of robust estimators for nonparametric models from mixing processes
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of some kernel-type estimators of probability density
+Normal rank
@@ Property / cites work @@
+How Many Variables Should be Entered in a Regression Equation?
+Normal rank
@@ Property / cites work @@
+Comparison of two bandwidth selectors with dependent errors
+Normal rank
@@ Property / cites work @@
+Q3938968
@@ Property / cites work: Q3938968 / rank @@
+Normal rank
@@ Property / cites work @@
+Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
+Normal rank
@@ Property / cites work @@
+The double kernel method in density estimation
@@ Property / cites work: The double kernel method in density estimation / rank @@
+Normal rank
@@ Property / cites work @@
+On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
+Normal rank
@@ Property / cites work @@
+Implementing semiparametric density estimation
@@ Property / cites work: Implementing semiparametric density estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Integrated square error properties of kernel estimators of regression functions
+Normal rank
@@ Property / cites work @@
+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
+Normal rank
@@ Property / cites work @@
+Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
+Normal rank
@@ Property / cites work @@
+How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
+Normal rank
@@ Property / cites work @@
+Q4272612
@@ Property / cites work: Q4272612 / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven bandwidth choice for density estimation based on dependent data
+Normal rank
@@ Property / cites work @@
+Recent Developments in Nonparametric Density Estimation
+Normal rank
@@ Property / cites work @@
+A simple root \(n\) bandwidth selector
@@ Property / cites work: A simple root \(n\) bandwidth selector / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and efficient density estimation at a point
+Normal rank
@@ Property / cites work @@
+An asymptotically efficient solution to the bandwidth problem of kernel density estimation
+Normal rank
@@ Property / cites work @@
+Local data-driven bandwidth choice for density estimation
+Normal rank
@@ Property / cites work @@
+Variable bandwidth kernel estimators of regression curves
+Normal rank
@@ Property / cites work @@
+Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
+Normal rank
@@ Property / cites work @@
+Q5323406
@@ Property / cites work: Q5323406 / rank @@
+Normal rank
@@ Property / cites work @@
+A local cross-validation algorithm for dependent data
+Normal rank
@@ Property / cites work @@
+Bandwidth choice for nonparametric regression
@@ Property / cites work: Bandwidth choice for nonparametric regression / rank @@
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
@@ Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
+Normal rank
@@ Property / cites work @@
+Nonparametric Estimation of the Transition Distribution Function of a Markov Process
+Normal rank
@@ Property / cites work @@
+Nonparametric regression estimation under mixing conditions
+Normal rank
@@ Property / cites work @@
+Q3966924
@@ Property / cites work: Q3966924 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo Study of Three Data-Based Nonparametric Probability Density Estimators
+Normal rank
@@ Property / cites work @@
+Kernel density estimation revisited
@@ Property / cites work: Kernel density estimation revisited / rank @@
+Normal rank
@@ Property / cites work @@
+Biased and Unbiased Cross-Validation in Density Estimation
+Normal rank
@@ Property / cites work @@
+A data-based algorithm for choosing the window width when estimating the density at a point
+Normal rank
@@ Property / cites work @@
+Q4272483
@@ Property / cites work: Q4272483 / rank @@
+Normal rank
@@ Property / cites work @@
+An asymptotically optimal window selection rule for kernel density estimates
+Normal rank
@@ Property / cites work @@
+Bootstrap choice of the smoothing parameter in kernel density estimation
+Normal rank
@@ Property / cites work @@
+Nonparametric function estimation for time series by local average estimators
+Normal rank
@@ Property / cites work @@
+On Choosing a Delta-Sequence
@@ Property / cites work: On Choosing a Delta-Sequence / rank @@
+Normal rank
@@ Property / cites work @@
+On the consistency of cross-validation in kernel nonparametric regression
+Normal rank
@@ Property / cites work @@
+Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4891289