Finite sample properties of an adaptive density estimator

DOI10.1080/10485250213115MaRDI QIDQ4796543zbMATH OpenOpenAlexFDO

Authors Sigrunn H. Sørbye, Fred Godtliebsen

Publication date 24 March 2003

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250213115

zbMATH Keywords

sensitivity parameternormal mixturesfinite sample comparisonsadaptive density estimatorMISE results

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

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• A Comparison of Higher-Order Bias Kernel Density Estimators
• Exact mean integrated squared error
• Nonparametric density estimation with a parametric start
• On bandwidth variation in kernel estimates. A square root law
• Optimal smoothing parameters for multivariate fized and adaptive kernel methods
• Semiparametric estimation of extremes
• Variable Kernel Estimates of Multivariate Densities
• Variable kernel density estimation

Cited in

(4)

• Finite element density estimator with multi-stage adaptive filters
• An assessment of finite sample performance of adaptive methods in density estimation
• Boundary kernels for adaptive density estimators on regions with irregular boundaries
• Asymptotic normality of an adaptive kernel density estimator for finite mixture models

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