Pages that link to "Item:Q1117628"
From MaRDI portal
The following pages link to On the amount of noise inherent in bandwidth selection for a kernel density estimator (Q1117628):
Displayed 33 items.
- Local data-driven bandwidth choice for density estimation (Q581956) (← links)
- Comments on a data based bandwidth selector (Q804144) (← links)
- Estimation of integrated squared density derivatives (Q1093274) (← links)
- Uniform consistency of automatic and location-adaptive delta-sequence estimators (Q1102659) (← links)
- On the use of compactly supported density estimates in problems of discrimination (Q1110948) (← links)
- Bootstrapping the distance between smooth bootstrap and sample quantile distribution (Q1112505) (← links)
- Canonical kernels for density estimation (Q1113580) (← links)
- A local cross-validation algorithm (Q1122896) (← links)
- A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator (Q1174119) (← links)
- Lower bounds for bandwidth selection in density estimation (Q1178978) (← links)
- Smoothed cross-validation (Q1184042) (← links)
- Error inference for nonparametric regression (Q1207618) (← links)
- A short note on optimal bandwidth selection for kernel estimators (Q1263184) (← links)
- Remark concerning data-dependent bandwidth choice in density estimation (Q1263185) (← links)
- Asymptotically optimal choice of the smoothing parameter in a nonparametric kernel estimator for a probability density (Q1315304) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
- An assessment of finite sample performance of adaptive methods in density estimation (Q1606486) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- Kernel estimation for characteristics of pure jump processes (Q1893388) (← links)
- Kernel classification with missing data and the choice of smoothing parameters (Q2010808) (← links)
- Averaging of density kernel estimators (Q2288799) (← links)
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Cross-validation Revisited (Q2809619) (← links)
- Nonparametric estimation of the percentile residual life function (Q3358061) (← links)
- Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators<sup>†</sup> (Q3432297) (← links)
- Loss and risk in smoothing parameter selection (Q3432400) (← links)
- Optimal rates for local bandwidth selection (Q4349876) (← links)
- A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data (Q4609018) (← links)
- Nonparametric estimation of intensities of nonhomogeneous Poisson processes (Q4695026) (← links)
- A general kernel functional estimator with general bandwidth—strong consistency and applications (Q5291815) (← links)