Developments in Nonparametric Density Estimation
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Cited in
(19)- On the construction of nonparametric density function estimators using the bootstrap
- Modeling service-time distributions for queueing network simulation
- A second-order Monte Carlo method for the solution of the Ito stochastic differential equation
- Smoothing signals for semimartingales
- Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors
- Reliable estimation via simulation
- scientific article; zbMATH DE number 3986480 (Why is no real title available?)
- Probability density estimation from dependent observations using wavelets orthonormal bases
- Optimal kernels when estimating non-smooth densities
- The \(L_ 2\)-optimal cell width for the histogram
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Kernel estimation for characteristics of pure jump processes
- Bias reduction of maximum likelihood estimators using kernel estimators
- Vitesse de convergence des estimateurs a noyau pour l'intensite d'un processus ponctuel
- Integrated consistency of smoothed probability density estimators for stationary sequences
- Approximation of density functions by orthogonal series with grouped data
- Nonparametric reliability modeling for parallel systems
- Asymptotics for \(L_ p\)-norms of kernel estimators of densities
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