Pages that link to "Item:Q3234946"
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The following pages link to Remarks on Some Nonparametric Estimates of a Density Function (Q3234946):
Displaying 50 items.
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices (Q619156) (← links)
- Berry-Esseen bounds for kernel estimates of stationary processes (Q619800) (← links)
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step (Q620566) (← links)
- Classification when the covariate vectors have unequal dimensions (Q629136) (← links)
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality (Q638806) (← links)
- \(L_1\)-consistent estimation of the density of residuals in random design regression models (Q654496) (← links)
- Change detection for uncertain autoregressive dynamic models through nonparametric estimation (Q670171) (← links)
- Testing nonlinear Markovian hypotheses in dynamical systems (Q678363) (← links)
- Using empirical data to estimate potential functions in commodity markets: some initial results (Q682669) (← links)
- Histogram-kernel error and its application for bin width selection in histograms (Q692697) (← links)
- Asymptotic normality of wavelet density estimator under censored dependent observations (Q692737) (← links)
- New approaches to nonparametric density estimation and selection of smoothing parameters (Q693222) (← links)
- New multivariate product density estimators (Q697471) (← links)
- Discrete associated kernels method and extensions (Q713900) (← links)
- Fitting software reliability growth curves using nonparametric regression methods (Q716252) (← links)
- Nonparametric density estimation for stratified samples (Q730734) (← links)
- Statistical models for e-learning data (Q734477) (← links)
- A similarity-based approach to prediction (Q737889) (← links)
- Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
- Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
- Resilient minimum entropy filter design for non-Gaussian stochastic systems (Q742696) (← links)
- Projection pursuit multivariate transform (Q748112) (← links)
- A method for the choice of smoothing parameter (Q749095) (← links)
- Multivariate data-driven k-NN function estimation (Q749100) (← links)
- Non-parametric recursive estimates of a probability density function and its derivatives (Q791253) (← links)
- A classification procedure using the multiple Fourier series (Q791258) (← links)
- Rate of strong uniform convergence of k-NN density estimates (Q792039) (← links)
- Fitting a multiple regression function (Q792724) (← links)
- Robust regression function estimation (Q793460) (← links)
- Density estimation for samples satisfying a certain absolute regularity condition (Q800657) (← links)
- Asymptotics for \(L_ p\)-norms of kernel estimators of densities (Q804142) (← links)
- The influence curve approach in data envelopment analysis (Q804456) (← links)
- A new smoothness quantification in kernel density estimation (Q806851) (← links)
- Possibilistic instance-based learning (Q814500) (← links)
- A conversation with Larry Brown (Q819965) (← links)
- Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators (Q825066) (← links)
- Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin (Q825268) (← links)
- A computational study of density-dependent individual movement and the formation of population clusters in two-dimensional spatial domains (Q827702) (← links)
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
- On empirical estimation of mode based on weakly dependent samples (Q830555) (← links)
- Smoothing and preservation of irregularities using local linear fitting. (Q834015) (← links)
- On the granularity of summative kernels (Q835191) (← links)
- Inversion of probabilistic structural models using measured transfer functions (Q839232) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- On the kernel rule for function classification (Q853841) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- On the use of stochastic approximation in recursive estimation (Q868978) (← links)
