Varying kernel density estimation on \(\mathbb R_+\)

DOI10.1016/j.spl.2012.03.033zbMath1489.62114OpenAlexW2167758633WikidataQ23920356 ScholiaQ23920356MaRDI QIDQ449397

Khachatur Sarkisian, Robert M. Mnatsakanov

Publication date: 30 August 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.033

zbMATH Keywords

mean squared errormean integrated squared error\(\delta \)-sequence\(L_{1}\)-consistencyvarying kernel density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel, Adaptive nonparametric regression on finite support, Nonparametric density estimation based on beta prime kernel, Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\), Inverse gamma kernel density estimation for nonnegative data, Asymptotic results in gamma kernel regression, Local linear smoothers using inverse Gaussian regression, Data dependent asymmetric kernels for estimating the density function, Towards a better understanding of the dual representation of phi divergences, Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model, Asymptotic properties of Dirichlet kernel density estimators, Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables, Local linear regression with reciprocal inverse Gaussian kernel, Weighted log-normal kernel density estimation, Nonparametric density estimation based on the scaled Laplace transform inversion, Large sample results for varying kernel regression estimates

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Hausdorff moment problem: Reconstruction of distributions
• Hausdorff moment problem: reconstruction of probability density functions
• Hausdorff moment problem and fractional moments
• Krein condition in probabilistic moment problems
• A relation between the solutions of the half-space Dirichlet problems for Helmholtz's equation in R\(^n\) and Laplace's equation in R\(^{n+1}\)
• Moment density estimation for positive random variables
• TRICOMI COHERENT STATES
• Density estimation using inverse and reciprocal inverse Gaussian kernels
• On Estimation of a Probability Density Function and Mode
• Probability density function estimation using gamma kernels
• Recovering a probability density function from its Mellin transform