Pages that link to "Item:Q1093274"
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The following pages link to Estimation of integrated squared density derivatives (Q1093274):
Displayed 50 items.
- Minimax quadratic estimation of a quadratic functional (Q758038) (← links)
- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives (Q758040) (← links)
- Estimation of integrated squared spectral density derivatives (Q758070) (← links)
- Comments on a data based bandwidth selector (Q804144) (← links)
- Nonquadratic estimators of a quadratic functional (Q818000) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- A note on kernel density estimation for non-negative random variables (Q998884) (← links)
- A simple adaptive estimator of the integrated square of a density (Q1002574) (← links)
- Optimal bandwidth choice for density-weighted averages (Q1126477) (← links)
- Lower bounds for bandwidth selection in density estimation (Q1178978) (← links)
- Smoothed cross-validation (Q1184042) (← links)
- A short note on optimal bandwidth selection for kernel estimators (Q1263184) (← links)
- Remark concerning data-dependent bandwidth choice in density estimation (Q1263185) (← links)
- Density estimation by kernel and wavelets methods: optimality of Besov spaces (Q1314732) (← links)
- Estimation of density functionals (Q1336544) (← links)
- Accuracy of binned kernel functional approximations (Q1351085) (← links)
- Estimating the integral of a squared regression function with Latin hypercube sampling (Q1359742) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- How easy is a given density to estimate? (Q1361576) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- On the asymptotic normality of multistage integrated density derivatives kernel estimators. (Q1423129) (← links)
- Kernel distribution function estimation under the Koziol-Green model (Q1577324) (← links)
- Multisample tests for scale based on kernel density estimation (Q1579541) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- An assessment of finite sample performance of adaptive methods in density estimation (Q1606486) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Efficient estimation of integral functionals of a density (Q1816590) (← links)
- Estimating nonquadratic functionals of a density using Haar wavelets (Q1816599) (← links)
- Bootstrapping nonparametric density estimators with empirically chosen bandwidths. (Q1848913) (← links)
- On nonparametric tests of positivity/monotonicity/convexity (Q1848947) (← links)
- Semiparametric density estimation by local \(L_ 2\)-fitting. (Q1879933) (← links)
- On correcting for variance inflation in kernel density estimation (Q1896048) (← links)
- A note on the statistical properties of the secant algorithm for calculating rank estimators (Q1896130) (← links)
- Estimators of integrals of powers of density derivatives (Q1897069) (← links)
- Bandwidth selection for kernel distribution function estimation (Q1901730) (← links)
- On estimating integrated squared spectral density derivatives (Q1907654) (← links)
- A two-stage rank test using density estimation (Q1915251) (← links)
- Goodness-of-fit testing and quadratic functional estimation from indirect observations (Q2466675) (← links)
- Density estimation (Q2503951) (← links)
- On the estimation of the marginal density of a moving average process (Q2714931) (← links)
- Relative efficiency of local bandwidths in kernel density estimation<sup>∗</sup> (Q2716935) (← links)
- Grade estimation of chi-square divergence (Q3135561) (← links)
- Efficient Estimation for Semiparametric Semi-Markov Processes (Q3155269) (← links)
- On the use of pilot estimators in bandwidth selection (Q3432308) (← links)
- Error analysis for general multtvariate kernel estimators (Q3432325) (← links)
- Loss and risk in smoothing parameter selection (Q3432400) (← links)
- Bootstrap Bandwidth Selection Using an <i>h</i>‐Dependent Pilot Bandwidth (Q3608257) (← links)
- Optimal rates for local bandwidth selection (Q4349876) (← links)
- How much do plug-in bandwidth selectors adapt to non-smoothness? (Q4365360) (← links)
- Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes (Q4387677) (← links)