On estimation of generalized densities

DOI10.1080/03610929208830881zbMath0776.62035OpenAlexW2109275448MaRDI QIDQ4202703

Gilbert G. Walter, Antonio Cuevas

Publication date: 24 November 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830881

zbMATH Keywords

L1-normDirac deltasmoothed bootstrapspace of finite signed measuresgeneralized densityconsistency resultsrepeated observationsrare numbersdouble kernel methodsubadditive sequencesmixed bootstrapnatural classes of estimatessequences of integer-valued random variables

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Deconvolution estimation of mixture distributions with boundaries ⋮ Rare numbers ⋮ Divergence rates for the number of rare numbers ⋮ Direct deconvolution density estimation of a mixture distribution motivated by mutation effects distribution

Cites Work

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• No empirical probability measure can converge in the total variation sense for all distributions
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• A simple solution to a nonparametric maximum likelihood estimation problem
• Estimation of a multivariate density function using delta sequences
• Probability density estimation using delta sequences
• The bootstrap: To smooth or not to smooth?
• The Influence of Rounding Errors on Some Nonparametric Estimators of a Density and its Derivatives

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