Pages that link to "Item:Q5613652"

The following pages link to Estimation of a Probability Density Function and Its Derivatives (Q5613652):

Displaying 39 items.

• Large-sample study of the kernel density estimators under multiplicative censoring (Q450027) (← links)
• On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
• Statistical estimation of a logarithmic derivative measure in a Hilbert space (Q844358) (← links)
• Estimation of entropy and other functionals of a multivariate density (Q912528) (← links)
• On the convergence rates of a monotone empirical Bayes test for uniform distributions (Q918064) (← links)
• Asymptotic distributions of estimators of the derivative of a density and the score function (Q1066587) (← links)
• MISE of kernel estimates of a density and its derivatives (Q1097603) (← links)
• Asymptotic properties of perturbed empirical distribution functions evaluated at a random point (Q1100824) (← links)
• On the uniform complete convergence of density function estimates (Q1144869) (← links)
• Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives (Q1162318) (← links)
• Kernel estimates under association: Strong uniform consistency (Q1186645) (← links)
• Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
• On a monotone empirical Bayes test procedure in geometric model (Q1206636) (← links)
• On minimum distance estimators for unimodal densities (Q1231724) (← links)
• Nonparametric estimation of mixed partial derivatives of a multivariate density (Q1239993) (← links)
• On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives (Q1258146) (← links)
• Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives (Q1262646) (← links)
• Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables (Q1337953) (← links)
• On testing density functions (Q1394076) (← links)
• Posterior contraction rates of density derivative estimation (Q1688429) (← links)
• Towards a better understanding of the dual representation of phi divergences (Q1785825) (← links)
• Canonical correlation analysis based on information theory (Q1888327) (← links)
• QANOVA: quantile-based permutation methods for general factorial designs (Q2074683) (← links)
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
• Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density (Q2239311) (← links)
• Estimating a density under pointwise constraints on the derivatives (Q2261923) (← links)
• Estimation of a probability density function and its derivatives (Q2265765) (← links)
• Strong uniform consistency of kernel density estimators under a censored dependent model (Q2267608) (← links)
• Fully nonparametric estimation of the marginal survival function based on case-control clustered data (Q2283582) (← links)
• Testing of density functions (Q2547782) (← links)
• On empirical density function (Q2555736) (← links)
• Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels (Q2662924) (← links)
• On integral functionals of a density (Q2834662) (← links)
• Some Asymptotic Results of Kernel Density Estimators Under Random Left-Truncation and Dependent Data (Q2892627) (← links)
• A New Semiparametric Estimation Method for Accelerated Hazard Model (Q2893393) (← links)
• Curve estimation in random fields of associated processes (Q3432344) (← links)
• Direct Density Derivative Estimation (Q5380441) (← links)
• High-dimensional robust inference for censored linear models (Q6131291) (← links)
• Uniform confidence bands for hazard functions from censored prevalent cohort survival data (Q6170615) (← links)