Pages that link to "Item:Q1107922"
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The following pages link to Admissible kernel estimators of a multivariate density (Q1107922):
Displaying 15 items.
- Local data-driven bandwidth choice for density estimation (Q581956) (← links)
- Adaptive density estimation using the blockwise Stein method (Q850749) (← links)
- A stochastic coupling method for atomic-to-continuum MonteCarlo simulations (Q995312) (← links)
- Asymptotic effectiveness of some higher order kernels (Q1193796) (← links)
- On the non-consistency of an estimate of Chiu (Q1332889) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Oracle inequalities for probability density estimations (Q1763530) (← links)
- Optimal asymmetric kernels (Q1927459) (← links)
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation (Q2242044) (← links)
- Fourier methods for smooth distribution function estimation (Q2444403) (← links)
- Optimal kernel estimation of densities (Q2640276) (← links)
- Schoenberg’s polynomial B-splines of odd degrees: A brief review of application (Q2838929) (← links)
- Large sample results for varying kernel regression estimates (Q2863053) (← links)
- Generalized jackknifing and higher order kernels (Q3432369) (← links)