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)

Full work available at URL https://doi.org/10.1007/BF00773593

zbMATH Keywords

asymptotic normalitybandwidth choicechoice of cell sizeconsistencydensity functionalsempirical central limit theoremkernel density estimators

Mathematics Subject Classification ID

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

Recommendations

• Estimating functionals in density
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Cites work

• 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
• 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?)
• 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

(23)

• Kernel estimation of the density of a statistic
• Optimal bandwidth selection for kernel density functionals estimation
• Estimating the density of a functional of several random variables
• Development of an exchange-correlation functional with uncertainty quantification capabilities for density functional theory
• A note on density estimation for binary sequences
• scientific article; zbMATH DE number 4205630 (Why is no real title available?)
• Estimating functionals in density
• On the distribution of supremum like functionals in the spectral density and nonparametric estimates of the density probability
• Uniform bandwidth estimation of integral functionals of the density function
• scientific article; zbMATH DE number 5504304 (Why is no real title available?)
• scientific article; zbMATH DE number 3965107 (Why is no real title available?)
• scientific article; zbMATH DE number 3965195 (Why is no real title available?)
• scientific article; zbMATH DE number 4054812 (Why is no real title available?)
• scientific article; zbMATH DE number 1192391 (Why is no real title available?)
• scientific article; zbMATH DE number 8078 (Why is no real title available?)
• On Estimation of a Functional of a Probability Density Function
• Density estimation from an individual numerical sequence
• Analysis of kernel density estimation of functions of random variables
• scientific article; zbMATH DE number 3998977 (Why is no real title available?)
• Generalized expected value of continuous random variables and its applications
• Going from parameter estimation to density estimation
• Optimal bandwidth estimators of kernel density functionals for contaminated data
• Estimation of entropy and other functionals of a multivariate density

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