Arbitrariness of the pilot estimator in adaptive kernel methods

DOI10.1016/0047-259X(82)90063-XzbMath0515.62032OpenAlexW2036421173MaRDI QIDQ1052004

Ian S. Abramson

Publication date: 1982

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(82)90063-x

zbMATH Keywords

consistent estimatordensity estimationadaptationequicontinuitytightness in C2-pass algorithmadaptive kernel methodsbest mean square error decay rateerror processpilot estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (12)

Variable window width kernel estimates of probability densities ⋮ Uniform consistency of automatic and location-adaptive delta-sequence estimators ⋮ Adaptive nonparametric estimation of a multivariate regression function ⋮ Locally adaptive hazard smoothing ⋮ Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions ⋮ Transformations in hazard rate estimation ⋮ Local data-driven bandwidth choice for density estimation ⋮ Remark concerning data-dependent bandwidth choice in density estimation ⋮ Variable Bandwidths for Nonparametric Hazard Rate Estimation ⋮ Error process indexed by bandwidth matrices in multivariate local linear smoothing ⋮ Adaptive bandwidth choice ⋮ Multivariate locally adaptive density estimation.

Cites Work

• Unnamed Item
• Weak convergence and efficient density estimation at a point
• Multivariate k-nearest neighbor density estimates
• On Choosing a Delta-Sequence
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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