A Comparison of Higher-Order Bias Kernel Density Estimators
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- New methods for bias correction at endpoints and boundaries
- Semiparametric density estimation by local \(L_ 2\)-fitting.
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- Pairwise local Fisher and naive Bayes: improving two standard discriminants
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- Higher order bias reduction of kernel density and density derivative estimation at boundary points
- Modifying the kernel distribution function estimator towards reduced bias
- Using small bias nonparametric density estimators for confidence interval estimation
- Variable Bandwidths for Nonparametric Hazard Rate Estimation
- Reducing the mean squared error in kernel density estimation
- From basic to reduced bias kernel density estimators: links via taylor series approximations
- Skewing and Generalized Jackknifing in Kernel Density Estimation
- Variable bandwidth kernel hazard estimators
- Canonical higher-order kernels for density derivative estimation
- Smoothed alternatives of the two-sample median and Wilcoxon's rank sum tests
- scientific article; zbMATH DE number 7049737 (Why is no real title available?)
- Relative Efficiencies of Kernel and Local Likelihood Density Estimators
- Improving bias in kernel density estimation
- Adaptive variable location kernel density estimators with good performance at boundaries
- A generalization of histogram type estimators
- Finite sample properties of an adaptive density estimator
- Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- In search of an optimal kernel for a bias correction method for density estimators
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
- Bias reduction in kernel density estimation via Lipschitz condition
- Local linear density estimation for filtered survival data, with bias correction
- On a certain class of nonparametric density estimators with reduced bias
- Kernel density estimation via diffusion
- Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
- General tests of conditional independence based on empirical processes indexed by functions
- A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution
- Mode testing via higher-order density estimation
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
- Correcting the negativity of high-order kernel density estimators
- GetDist: a python package for analysing Monte Carlo samples
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Semiparametric estimation of the link function in binary-choice single-index models
- Maximum likelihood kernel density estimation: on the potential of convolution sieves
- Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval
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