Estimation of density functionals

DOI10.1007/BF00773593MaRDI QIDQ1336544zbMATH OpenFDO

Authors Rudolf Grübel

Publication date 3 November 1994

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityconsistencykernel density estimatorsdensity functionalsempirical central limit theorembandwidth choicechoice of cell size

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Estimating functionals in density
• scientific article; zbMATH DE number 4054812
• Uniform bandwidth estimation of integral functionals of the density function
• On Estimation of a Functional of a Probability Density Function
• On Consistency of a Kernel Estimate of a Density Function

Cites work

• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 4107941 (Why is no real title available?)
• scientific article; zbMATH DE number 65177 (Why is no real title available?)
• scientific article; zbMATH DE number 3500857 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 3335625 (Why is no real title available?)
• A nonparametric estimation of the entropy for absolutely continuous distributions (Corresp.)
• Consistency of a nonparametric estimation of a density functional
• Convergence of stochastic processes
• Estimation of integrated squared density derivatives
• On asymptotic properties of an estimate of a functional of a probability density
• On the rate of convergence of an estimate of a functional of a probability density
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

Cited in

(20)

• scientific article; zbMATH DE number 1192391 (Why is no real title available?)
• Optimal bandwidth selection for kernel density functionals estimation
• Density estimation from an individual numerical sequence
• A note on density estimation for binary sequences
• On the distribution of supremum like functionals in the spectral density and nonparametric estimates of the density probability
• Estimating functionals in density
• Uniform bandwidth estimation of integral functionals of the density function
• Optimal bandwidth estimators of kernel density functionals for contaminated data
• Estimating the density of a functional of several random variables
• scientific article; zbMATH DE number 5504304 (Why is no real title available?)
• Estimation of entropy and other functionals of a multivariate density
• scientific article; zbMATH DE number 3998977 (Why is no real title available?)
• Going from parameter estimation to density estimation
• Kernel estimation of the density of a statistic
• Development of an exchange-correlation functional with uncertainty quantification capabilities for density functional theory
• Analysis of kernel density estimation of functions of random variables
• scientific article; zbMATH DE number 4054812 (Why is no real title available?)
• scientific article; zbMATH DE number 3965195 (Why is no real title available?)
• scientific article; zbMATH DE number 3965107 (Why is no real title available?)
• Generalized expected value of continuous random variables and its applications

This page was built for publication: Estimation of density functionals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1336544)