scientific article
From MaRDI portal
Publication:3966924
zbMath0501.62028MaRDI QIDQ3966924
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
cross-validationmean integrated squared errorkernel density estimatorsKullback-Leibler information measureseries density estimatortime-dependent Poisson processempirical choice of histogramsempirical smoothingestimators of risk functions
Related Items (only showing first 100 items - show all)
β-divergence loss for the kernel density estimation with bias reduced ⋮ Nonparametric Estimation of Heavy-Tailed Density by the Discrepancy Method ⋮ Bayesian nonparametric estimation of bandwidth using mixtures of kernel estimators for length-biased data ⋮ Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach ⋮ Optimizing Time Histograms for Non-Poissonian Spike Trains ⋮ Bandwidth choice for nonparametric hazard rate estimation ⋮ Smoothing parameter selection for smooth distribution functions ⋮ Quasi-universal bandwidth selection for kernel density estimators ⋮ BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS ⋮ Local polynomial regression with an ordinal covariate ⋮ A selective overview of nonparametric methods in financial econometrics ⋮ Smooth Plug-in Inverse Estimators in the Current Status Continuous Mark Model ⋮ On the choice of a truncation point in fourier series density estimation ⋮ Hybrid semiparametric Bayesian networks ⋮ The Selection of Window Widths in Kernel Nonparametric Regression ⋮ Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model ⋮ Homogeneity test based on ranked set samples ⋮ Skewing methods for variance-stabilizing local linear regression estimation ⋮ Unnamed Item ⋮ Adaptive manifold density estimation ⋮ Smooth estimation of a reliability function in ranked set sampling ⋮ A comparison of in-sample forecasting methods ⋮ Nonparametric inference for interval data using kernel methods ⋮ Generalized least squares cross‐validation in kernel density estimation ⋮ Kernel density estimation by genetic algorithm ⋮ Statistical estimation of jump rates for a piecewise deterministic Markov processes with deterministic increasing motion and jump mechanism ⋮ Adaptive Estimation of a Conditional Density ⋮ Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications ⋮ Simultaneous confidence intervals for contrasts of quantiles ⋮ Cox regression analysis for distorted covariates with an unknown distortion function ⋮ Stochastic estimation of Green's functions with application to diffusion and advection-diffusion-reaction problems ⋮ Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation ⋮ Concentration inequalities for Poisson point processes with application to adaptive intensity estimation ⋮ Functional distributional clustering using spatio-temporal data ⋮ Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time ⋮ Boundary-adaptive kernel density estimation: the case of (near) uniform density ⋮ Spline local basis methods for nonparametric density estimation ⋮ Fast and fully-automated histograms for large-scale data sets ⋮ Generalized Birnbaum–Saunders kernel for hazard rate function estimation ⋮ A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data ⋮ Continuous chain-ladder with paid data ⋮ Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes ⋮ Adaptive normal reference bandwidth based on quantile for kernel density estimation ⋮ Tail density estimation for exploratory data analysis using kernel methods ⋮ Some automated methods of smoothing time-dependent data ⋮ Adaptive Bayesian bandwidth selection in asymmetric kernel density estimation for nonnegative heavy-tailed data ⋮ Optimized fixed-size kernel models for large data sets ⋮ A computational strategy for doubly smoothed MLE exemplified in the normal mixture model ⋮ Direct Density Derivative Estimation ⋮ Nonparametric \(\phi\)-divergence estimation and test for model selection ⋮ Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence ⋮ Fourier Analysis of Irregularly Spaced Data onRd ⋮ Bias corrected bootstrap bandwidth selection ⋮ Fourier series-based direct plug-in bandwidth selectors for kernel density estimation ⋮ Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data ⋮ Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method ⋮ Bernstein estimator for unbounded density function ⋮ Bootstrap MISE Estimators to Obtain Bandwidth for Kernel Density Estimation ⋮ Quick multivariate kernel density estimation for massive data sets ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Recursive and en-bloc approaches to signal extraction ⋮ Robust kernel estimator for densities of unknown smoothness ⋮ A Method for Selecting the Bin Size of a Time Histogram ⋮ Unnamed Item ⋮ Multiplicative censoring: Density estimation by a series expansion approach ⋮ Density estimation ⋮ A general and fast convergent bandwidth selection method of kernel estimator ⋮ Asymptotics and optimal bandwidth for nonparametric estimation of density level sets ⋮ Nonparametric multivariate density estimation using mixtures ⋮ KERNEL DENSITY ESTIMATION WITH MISSING DATA AND AUXILIARY VARIABLES ⋮ Adaptive density estimation on bounded domains ⋮ How many bins should be put in a regular histogram ⋮ A hybrid bandwidth selection methodology for kernel density estimation ⋮ NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY ⋮ Dependence measure for length-biased survival data using kernel density estimation with a regression procedure ⋮ Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables ⋮ The strong uniform convergence of multivariate variable kernel estimates ⋮ Unnamed Item ⋮ Gamma Kernel Intensity Estimation in Temporal Point Processes ⋮ A Bayesian approach to bandwidth selection in univariate associate kernel estimation ⋮ Estimation of a function under shape restrictions. Applications to reliability ⋮ A comparison of automatic histogram constructions ⋮ Comparison of Kernel Density Estimators with Assumption on Number of Modes ⋮ Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach ⋮ Nonparametric localized bandwidth selection for Kernel density estimation ⋮ On Adaptive Wavelet Estimation of a Class of Weighted Densities ⋮ Weighted bootstrapped kernel density estimators in two-sample problems ⋮ Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators ⋮ On the non-consistency of an estimate of Chiu ⋮ Bandwidth selection for kernel density estimation: a review of fully automatic selectors ⋮ A kernel-based calculation of information on a metric space ⋮ Computing confidence intervals for log-concave densities ⋮ Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method ⋮ Automatic bandwidth selection for recursive kernel density estimators with length-biased data ⋮ Cross-validation and the smoothing of orthogonal series density estimators ⋮ Solution manifold and its statistical applications ⋮ Estimation of the global mode of a density: minimaxity, adaptation, and computational complexity ⋮ Accuracy of binned kernel functional approximations ⋮ Adapting the classical kernel density estimator to data ⋮ A note on modified cross-validation in density estimation
This page was built for publication:
