An approximation to the density function

From MaRDI portal
Revision as of 10:43, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2652354

DOI10.1007/BF02900741zbMath0058.12302MaRDI QIDQ2652354

Hirotugu Akaike

Publication date: 1954

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




Related Items (33)

Strong approximations for weighted bootstrap of empirical and quantile processes with applicationsOn the non-consistency of an estimate of ChiuOn bandwidth selection in kernel density estimationPerception of probabilities in situations of risk: a case based approachUniform in bandwidth consistency of nonparametric regression based on copula representationNonparametric recursive method for kernel-type function estimators for spatial dataA universally acceptable smoothing factor for kernel density estimatesOn the kernel rule for function classificationUniversal smoothing factor selection in density estimation: theory and practice. (With discussion)Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classesNonparametric recursive method for moment generating function kernel-type estimatorsAsymptotic normality of the regression mode in the nonparametric random design model for censored dataOn the effect of density shape on the performance of its kernel estimateAxiomatization of an exponential similarity functionAsymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependenceGeneral tests of conditional independence based on empirical processes indexed by functionsOn bin–based density estimationWeak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing dataUniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropyAnalogies and theories: the role of simplicity and the emergence of normsMultivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic resultsOn the Hilbert kernel density estimateDynamics of inductive inference in a unified frameworkUniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropyKernel density estimation on Riemannian manifoldsNew multivariate product density estimatorsA similarity-based approach to predictionUnnamed ItemUniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored dataOn the statistical control of the gap processOptimal convergence rates for Good's nonparametric maximum likelihood density estimatorAsymptotics for function derivatives estimators based on stationary and ergodic discrete time processesCentral limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences







This page was built for publication: An approximation to the density function