Estimating the density of a functional of several random variables

DOI10.1016/0167-9473(94)90066-3MaRDI QIDQ1896044zbMATH OpenOpenAlexWikidataFDO

Authors Jacek Koronacki, U. Luboińska

Publication date 17 August 1995

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(94)90066-3

Mathematics Subject Classification ID

Density estimation (62G07) Monte Carlo methods (65C05)

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Cites work

• Approximation Theorems of Mathematical Statistics
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 167558 (Why is no real title available?)
• scientific article; zbMATH DE number 219862 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• On optimal data-based bandwidth selection in kernel density estimation
• Practical performance of several data driven bandwidth selectors
• The performance of six popular bandwidth selection methods on some real data sets

Cited in

(14)

• Monte Carlo estimation of the density of the sum of dependent random variables
• Approximating the probability density function of a transformation of random variables
• Estimating multidimensional density functions for random variables in Wiener space
• A family of estimators of a density using concomitant variable and additional data
• Probability density evolution method for probability density function estimation of random variables
• Estimation of a density in a simulation model
• scientific article; zbMATH DE number 4135232 (Why is no real title available?)
• Studentized estimation of a certain functional of a probability density function
• scientific article; zbMATH DE number 4054796 (Why is no real title available?)
• A general method of density estimation for associated random variables
• Analysis of kernel density estimation of functions of random variables
• Adaptive density estimation based on real and artificial data
• Estimation of the loss of an estimate
• The Kernel distribution estimator of functions of random variables

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