Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous

From MaRDI portal
Revision as of 00:41, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1075713

DOI10.1007/BF02481114zbMath0592.62032OpenAlexW2002179599MaRDI QIDQ1075713

van Eeden, Constance

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481114




Related Items (22)

Speed of convergence in the hausdorff metric for estimators of irregular mixing densitiesLocal polynomial \(M\)-smoothers in nonparametric regressionOptimal kernel estimation of densitiesMean intergrated squared error properties and optimal kernels when estimating a diatribution functionA note on the integrated squared error of a kernel density estimator in non-smooth casesOn a nonparametric estimator for ruin probability in the classical risk modelWavelet density estimation for weighted dataOptimal kernels when estimating non-smooth densitiesHow much do plug-in bandwidth selectors adapt to non-smoothness?On a nonparametric estimator for the finite time survival probability with zero initial surplusOn the almost everywhere properties of the kernel regression estimateNONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACHOn the expansion of the mean integrated squared error of a kernel density estimatorKernel Estimation of Densities with Discontinuities or Discontinuous DerivativesA note on kernel density estimation for non-negative random variablesOne-Sided Cross-Validation for Nonsmooth Density FunctionsOn theL1-consistency of wavelet density estimatesAsymptotic properties of parallel Bayesian kernel density estimatorsSpot volatility estimation using delta sequencesLikelihood cross-validation bandwidth selection for nonparametric kernel density estimatorsModification for boundary effects and jump points in nonparametric regressionA new smoothness quantification in kernel density estimation




Cites Work




This page was built for publication: Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous