Nonparametric Estimation of a Density of Unknown Smoothness

From MaRDI portal
Revision as of 10:58, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3723492

DOI10.1137/1130067zbMath0593.62034OpenAlexW2107918121MaRDI QIDQ3723492

S. Yu. Efrojmovich

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130067




Related Items

On Sequential Data-Driven Density EstimationDensity estimation for biased data.Estimation of the density of regression errorsExact adaptive pointwise estimation on Sobolev classes of densitiesEfficient nonparametric estimation of distribution for current status censoringEfficient nonparametric estimation of distribution density in the basis of algebraic polynomialsA constrained risk inequality with applications to nonparametric functional estimationSharp adaptive estimation by a blockwise methodAdaptive density estimation using the blockwise Stein methodOptimal kernel estimation of densitiesAdaptive estimation of error density in nonparametric regression with small sample sizeMultivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structureSharp minimax distribution estimation for current status censoring with or without missingNonparametric regression with the scale depending on auxiliary variableOn shrinking minimax convergence in nonparametric statisticsNonparametric needlet estimation for partial derivatives of a probability density function on the d -torusAdaptive covariance matrix estimation through block thresholdingOracle inequality for conditional density estimation and an actuarial exampleTheory of adaptive estimationOn nonparametric estimation in nonlinear AR(1)-modelsParametric or nonparametric? A parametricness index for model selectionAdaptive estimation of and oracle inequalities for probability densities and characteristic functionsOracle inequalities and adaptive estimation in the convolution structure density modelAdaptive orthogonal series density estimation for small samplesSequential Adaptive Estimators in Nonparametric Autoregressive ModelsConditional density estimation in a regression settingOptimal nonparametric estimation of the density of regression errors with finite supportAnalysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal settingBlock thresholding for density estimation: local and global adaptivityTwo-Stage Nonparametric Sequential Estimation of the Directional Density with Complete and Missing ObservationsGeneral empirical Bayes wavelet methods and exactly adaptive minimax estimationBlockShrink Wavelet Density Estimator in ϕ-Mixing FrameworkMinimax theory of nonparametric hazard rate estimation: efficiency and adaptationBlock threshold rules for curve estimation using kernel and wavelet methodsLower bound for estimation of Sobolev densities of order less \(1/2\)A data-driven block thresholding approach to wavelet estimationOn Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivativeOn nonparametric regression for iid observations in a general settingDiscussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam EfromovichMultiwavelets: Theory and Bioinformatic ApplicationsCombining different procedures for adaptive regressionA sharp minimax lower bound for the nonparametric estimation of Sobolev densities of order \(1/2\)Nonparametric bivariate density estimation for censored lifetimesBlock thresholding on the sphereLocally minimax efficiency of nonparametric estimates of square- integrable densities