Estimation of integrated squared density derivatives

DOI10.1016/0167-7152(87)90083-6zbMath0628.62029OpenAlexW2043277109MaRDI QIDQ1093274

James Stephen Marron

Publication date: 1987

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

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3872

zbMATH Keywords

mean squared errorKernel density estimatorsRates of convergencedata-driven bandwidth selectionintegrated squared derivative

Mathematics Subject Classification ID

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

Related Items (only showing first 100 items - show all)

Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators ⋮ SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION ⋮ Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications ⋮ How to implement signed-rank wilcox.test() type procedures when a center of symmetry is unknown ⋮ Functional Estimation and Change Detection for Nonstationary Time Series ⋮ Dimension-agnostic inference using cross U-statistics ⋮ The Kernel distribution estimator of functions of random variables ⋮ Testing for multimodality ⋮ OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS ⋮ Testing bivariate symmetry ⋮ Smoothing level selection for density estimators based on the moments ⋮ Estimation of density functionals via cross-validation ⋮ A hybrid bandwidth selection methodology for kernel density estimation ⋮ Unnamed Item ⋮ PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY ⋮ Kernel density estimation with Berkson error ⋮ Comparison of Kernel Density Estimators with Assumption on Number of Modes ⋮ Efficient Estimation for Semiparametric Semi-Markov Processes ⋮ Bandwidth selection for kernel density estimation: a review of fully automatic selectors ⋮ Semiparametric density estimation by local \(L_ 2\)-fitting. ⋮ Estimation of density functionals ⋮ Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves ⋮ Accuracy of binned kernel functional approximations ⋮ On correcting for variance inflation in kernel density estimation ⋮ A note on the statistical properties of the secant algorithm for calculating rank estimators ⋮ AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY ⋮ Estimators of integrals of powers of density derivatives ⋮ Adaptive density trajectory cluster based on time and space distance ⋮ A Convolution Estimator for the Density of Nonlinear Regression Observations ⋮ Bandwidth selection for kernel distribution function estimation ⋮ Estimating the integral of a squared regression function with Latin hypercube sampling ⋮ A comparative study of several smoothing methods in density estimation ⋮ How easy is a given density to estimate? ⋮ Local polynomial smoothing based on the Kaplan-Meier estimate ⋮ On estimating integrated squared spectral density derivatives ⋮ Density Estimation for the Metropolis–Hastings Algorithm ⋮ A two-stage rank test using density estimation ⋮ Bandwidth selection in kernel density estimation for interval-grouped data ⋮ Kernel density estimation via diffusion ⋮ Optimal bandwidth choice for density-weighted averages ⋮ Donsker-type theorems for nonparametric maximum likelihood estimators ⋮ Exact and asymptotically optimal bandwidths for kernel estimation of density functionals ⋮ Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices ⋮ Estimation of functionals of sparse covariance matrices ⋮ Unnamed Item ⋮ Marginal integration for nonparametric causal inference ⋮ Kernel density estimation of actuarial loss functions ⋮ Local linear hazard rate estimation and bandwidth selection ⋮ A note on efficient density estimators of convolutions ⋮ The influence function of the optimal bandwidth for kernel density estimation ⋮ On the asymptotic normality of multistage integrated density derivatives kernel estimators. ⋮ Online estimation of integrated squared density derivatives ⋮ Optimal rates for local bandwidth selection ⋮ On the estimation of the marginal density of a moving average process ⋮ Relative efficiency of local bandwidths in kernel density estimation^∗ ⋮ Lower bounds for bandwidth selection in density estimation ⋮ How much do plug-in bandwidth selectors adapt to non-smoothness? ⋮ Smoothed cross-validation ⋮ Uniform in Bandwidth Estimation of Integral Functionals of the Density Function ⋮ Nonparametric specification tests for stochastic volatility models based on volatility density ⋮ Goodness-of-fit testing and quadratic functional estimation from indirect observations ⋮ On estimating the distribution function and odds using ranked set sampling ⋮ Measuring asymmetry and testing symmetry ⋮ Rootnconsistent density estimators for sums of independent random variables ⋮ Optimal rates of entropy estimation over Lipschitz balls ⋮ Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes ⋮ Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method ⋮ On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density ⋮ The stochastic approximation method for estimation of a distribution function ⋮ Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes ⋮ Estimation of Integrated Squared Density Derivatives from a Contaminated Sample ⋮ Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method ⋮ Density estimation ⋮ Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth ⋮ A note on kernel density estimation for non-negative random variables ⋮ Recursive estimators of integrated squared density derivatives ⋮ Averaging of density kernel estimators ⋮ UNCONSTRAINED PILOT SELECTORS FOR SMOOTHED CROSS-VALIDATION ⋮ A simple adaptive estimator of the integrated square of a density ⋮ On the choice of the smoothing parameter in kernel density estimation ⋮ Root \(n\) estimates of vectors of integrated density partial derivative functionals ⋮ Local bandwidth selectors for deconvolution kernel density estimation ⋮ Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation ⋮ A short note on optimal bandwidth selection for kernel estimators ⋮ Remark concerning data-dependent bandwidth choice in density estimation ⋮ Plug-in bandwidth selector for the kernel relative density estimator ⋮ A weighted least-squares cross-validation bandwidth selector for kernel density estimation ⋮ Efficient estimation of integral functionals of a density ⋮ Estimating nonquadratic functionals of a density using Haar wavelets ⋮ Minimax quadratic estimation of a quadratic functional ⋮ Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives ⋮ Estimation of integrated squared spectral density derivatives ⋮ Product-form estimators: exploiting independence to scale up Monte Carlo ⋮ On integral functionals of a density ⋮ On smoothed bootstrap for density functionals ⋮ Data-Based Choice of the Number of Pilot Stages for Plug-in Bandwidth Selection ⋮ Kernel distribution function estimation under the Koziol-Green model ⋮ Multisample tests for scale based on kernel density estimation ⋮ On estimation of \(L_r\)-norms in Gaussian white noise models ⋮ Multistage plug—in bandwidth selection for kernel distribution function estimates

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Choice of kernel order in density estimation
• Variable window width kernel estimates of probability densities
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• Optimal rates of convergence for nonparametric estimators
• Optimal global rates of convergence for nonparametric regression
• Remarks on Some Nonparametric Estimates of a Density Function
• Curve Estimates
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• On Estimation of a Probability Density Function and Mode

This page was built for publication: Estimation of integrated squared density derivatives