Pages that link to "Item:Q1055113"
From MaRDI portal
The following pages link to The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates (Q1055113):
Displayed 50 items.
- Kernel estimators of density function of directional data (Q104408) (← links)
- Estimation of a time-dependent density (Q338410) (← links)
- Estimation of a distribution from data with small measurement errors (Q372132) (← links)
- Probability density estimation with surrogate data and validation sample (Q372239) (← links)
- The \(L_{1}\) strong consistency of ARCH innovation density estimator (Q633047) (← links)
- Multiclass classification with potential function rules: margin distribution and generalization (Q645885) (← links)
- New multivariate product density estimators (Q697471) (← links)
- Perception of probabilities in situations of risk: a case based approach (Q844916) (← links)
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes (Q850729) (← links)
- Bayesian classifiers based on kernel density estimation: flexible classifiers (Q962861) (← links)
- A note on the universal consistency of the kernel distribution function estimator (Q988117) (← links)
- Probability density estimation for survival data with censoring indicators missing at random (Q1006665) (← links)
- Moderate deviations of \(L_1\)-error of empirical measures on partitions (Q1021824) (← links)
- The kernel estimate is relatively stable (Q1092554) (← links)
- Qualitative robustness in abstract inference (Q1111281) (← links)
- Exponential bounds of mean error for the kernel estimate of regression functions (Q1117632) (← links)
- An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate (Q1262650) (← links)
- A universally acceptable smoothing factor for kernel density estimates (Q1354450) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Conditional kernel density estimation for some incomplete data models (Q1753141) (← links)
- On testing pseudorandom generators via statistical tests based on the arcsine law (Q2186921) (← links)
- On the reconstruction of convex sets from random normal measurements (Q2349857) (← links)
- Large deviations in total variation of occupation measures of one-dimensional diffusions (Q2389235) (← links)
- Nonparametric estimation of a conditional density (Q2397051) (← links)
- Some functional large deviations principles in nonparametric function estimation (Q2428539) (← links)
- Probability density estimation with data missing at random when covariables are present (Q2475741) (← links)
- Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators (Q2476888) (← links)
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes (Q2485826) (← links)
- Semiparametric estimation of a two-component mixture model (Q2500451) (← links)
- Universal consistency of delta estimators (Q2581128) (← links)
- Minimax properties of Dirichlet kernel density estimators (Q2692932) (← links)
- Consistency of multivariate density estimators using random bandwidths (Q2807676) (← links)
- <i>L</i><sub>1</sub>-Consistency of the kernel density estimators based on randomly right censored data (Q3352285) (← links)
- Consistency of a nearest neighbor density estimator for dependent variables (Q3369524) (← links)
- Necessary and sufficient conditions for the convergence of integrated and mean-integratedr-th order error of histogram density estimates (Q3486674) (← links)
- Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models (Q3593533) (← links)
- Semiparametric inference with kernel likelihood (Q3611827) (← links)
- On estimation of generalized densities (Q4202703) (← links)
- Nonparametric density estimates with improved . performance on given sets of densities (Q4207482) (← links)
- Quasi-universal bandwidth selection for kernel density estimators (Q4267419) (← links)
- Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
- Mechanism Design for Correlated Valuations: Efficient Methods for Revenue Maximization (Q5031029) (← links)
- (Q5101817) (← links)
- Adaptive density estimation based on real and artificial data (Q5256275) (← links)
- Estimation of a semiparametric mixture of regressions model (Q5299873) (← links)
- Asymptotic of the<i>L</i><sub><i>r</i></sub>-norm of density estimators in the autoregressive time series (Q5402589) (← links)
- On the<i>L</i><sub>1</sub>-consistency of wavelet density estimates (Q5486552) (← links)
- Minimum divergence estimators for the Radon–Nikodym derivatives of the semi-Markov kernel (Q5739678) (← links)
- Adaptive Estimation of a Conditional Density (Q6086459) (← links)
