An approximation to the density function

Cited in

(40)

On the non-consistency of an estimate of Chiu
A universally acceptable smoothing factor for kernel density estimates
Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
Optimal convergence rates for Good's nonparametric maximum likelihood density estimator
Uniform in bandwidth consistency of nonparametric regression based on copula representation
Nonparametric recursive method for kernel-type function estimators for spatial data
Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
On the Hilbert kernel density estimate
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
Strong approximations for weighted bootstrap of empirical and quantile processes with applications
Axiomatization of an exponential similarity function
Analogies and theories: the role of simplicity and the emergence of norms
Dynamics of inductive inference in a unified framework
Kernel density estimation on Riemannian manifolds
Nonparametric recursive method for moment generating function kernel-type estimators
Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
One bootstrap suffices to generate sharp uniform bounds in functional estimation
On bandwidth selection in kernel density estimation
Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
On the effect of density shape on the performance of its kernel estimate
On bin–based density estimation
Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
Asymptotic normality of the regression mode in the nonparametric random design model for censored data
Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
General tests of conditional independence based on empirical processes indexed by functions
Weak convergence of the conditional U-statistics for locally stationary functional time series
Bureaucracy in quest of feasibility
Nonparametric recursive method for kernel-type function estimators for censored data
Large and moderate deviation principles for recursive kernel estimators for spatial data
On non parametric kernel estimation of the mode of the regression function in the strong mixing random design model with censored data
On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
New multivariate product density estimators
A nonparametric distribution-free test of independence among continuous random vectors based on L₁-norm
A similarity-based approach to prediction
On the statistical control of the gap process
Perception of probabilities in situations of risk: a case based approach
On the kernel rule for function classification
Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy

This page was built for publication: An approximation to the density function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2652354)