Pages that link to "Item:Q1382944"

The following pages link to Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944):

Displaying 18 items.

• Nonparametric density estimation for symmetric distributions by contaminated data (Q434246) (← links)
• Density estimation by the penalized combinatorial method (Q558002) (← links)
• Kernel density estimation via diffusion (Q605933) (← links)
• Non-parametric \(k\)-sample tests: density functions vs distribution functions (Q961789) (← links)
• Asymptotic normality of two symmetry test statistics based on the \(L_1\)-error (Q963871) (← links)
• Strongly consistent model selection for densities (Q1019483) (← links)
• Higher order estimation at Lebesgue points (Q1029644) (← links)
• Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes (Q1383097) (← links)
• Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
• Some theoretical properties of GANs (Q2196234) (← links)
• Fast multivariate empirical cumulative distribution function with connection to kernel density estimation (Q2242044) (← links)
• Studying the bandwidth in \(k\)-sample smooth tests (Q2255860) (← links)
• Contribution to the bandwidth choice for kernel density estimates (Q2271691) (← links)
• Bandwidth selection in kernel density estimation for interval-grouped data (Q2404164) (← links)
• Relative efficiency of local bandwidths in kernel density estimation^∗ (Q2716935) (← links)
• SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES (Q2746386) (← links)
• Non-parametric estimators of multivariate extreme dependence functions (Q3369527) (← links)
• Adaptive Estimation of a Conditional Density (Q6086459) (← links)