Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302): Difference between revisions

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+https://doi.org/10.1080/03610926.2012.762683
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+W2053137425
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+\(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
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+On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
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+Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
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+Estimating the density of a possibly missing response variable in nonlinear regression
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+On convergence and convolutions of random signed measures
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+Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
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+On the estimation of the marginal density of a moving average process
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+Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
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+Root<i>n</i>consistent density estimators for sums of independent random variables
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+Root n consistent and optimal density estimators for moving average processes
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+Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
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+Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
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+Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
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+Convergence rates of density estimators for sums of powers of observations
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+Non-standard behavior of density estimators for sums of squared observations
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+Improved Density Estimators for Invertible Linear Processes
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+On efficient estimation of densities for sums of squared observations
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+A Convolution Estimator for the Density of Nonlinear Regression Observations
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