Dirichlet kernel density estimation for strongly mixing sequences on the simplex
From MaRDI portal
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites work
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
- Adaptive estimation of a density function using beta kernels
- Asymptotic properties of continuous associated-kernel density estimators
- Asymptotic properties of Dirichlet kernel density estimators
- Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream
- Asymptotic Theory of Weakly Dependent Random Processes
- Bayesian selector of adaptive bandwidth for multivariate gamma kernel estimator on [0,∞ )d
- Beta kernel estimators for density functions
- Bias reductions for beta kernel estimation
- CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
- Consistency of the beta kernel density function estimator
- Generalised gamma kernel density estimation for nonnegative data and its bias reduction
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Kernel Density Estimation for Compositional Data
- Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
- Minimax properties of beta kernel estimators
- Minimax properties of Dirichlet kernel density estimators
- Nonparametric density estimation for multivariate bounded data
- Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods
- Nonparametric density estimation for positive time series
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on d-dimensional half-spaces
- On multivariate associated kernels to estimate general density functions
- On the strong uniform consistency of the mode estimator for censored time series
- Probability density function estimation using gamma kernels
- Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
- Some Limit Theorems for Random Functions. I
- Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors
- Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
This page was built for publication: Dirichlet kernel density estimation for strongly mixing sequences on the simplex
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7316290)