scientific article
From MaRDI portal
Publication:3477819
zbMath0699.62036MaRDI QIDQ3477819
James Stephen Marron, Matthew P. Wand, Wolfgang Karl Härdle
Publication date: 1990
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
kernel estimationexamplesimulation studydensity estimationasymptotic optimalityadaptation of least squares cross-validationbandwidth-choicecross-validation density derivativesderivatives of a probability density
Related Items (22)
Full bandwidth matrix selectors for gradient kernel density estimate ⋮ A Berry-Esseen-type bound for recursive estimators of a density and its derivatives ⋮ Semiparametric density estimation by local \(L_ 2\)-fitting. ⋮ Nonparametric estimation of density derivatives of dependent data ⋮ Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications ⋮ A note on density mode estimation ⋮ Bootstrap variance estimation for Nadaraya quantile estimator ⋮ Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting ⋮ Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method ⋮ Wavelet based estimation for the derivative of a density by block thresholding under random censorship ⋮ Direct Density Derivative Estimation ⋮ A point process model for generating biofilms with realistic microstructure and rheology ⋮ Confident estimation for density of a biological population based on line transect sampling ⋮ Minimum distance model checking in Berkson measurement error models with validation data ⋮ Nonparametric estimation for derivatives of compound distribution ⋮ Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency ⋮ Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities ⋮ Feature significance for multivariate kernel density estimation ⋮ Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions ⋮ Inference for the mode of a log-concave density ⋮ A new estimator of a jump discontinuity in regression ⋮ Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
This page was built for publication:
