How easy is a given density to estimate?

DOI10.1016/0167-9473(93)90132-DMaRDI QIDQ1361576zbMATH OpenOpenAlexFDO

Authors Luc Devroye, M. P. Wand

Publication date 31 August 1997

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

Full work available at URL https://doi.org/10.1016/0167-9473(93)90132-d

zbMATH Keywords

kernel density estimatornonparametric curve estimationmean integrated absolute error\(L_1\) losstransformation density kernel estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• CORRECTING FOR KURTOSIS IN DENSITY ESTIMATION
• Estimation of integrated squared density derivatives
• Exact mean integrated squared error
• Minimizing \(L_ 1\) distance in nonparametric density estimation
• On the effect of density shape on the performance of its kernel estimate
• Recent Developments in Nonparametric Density Estimation
• Transformations in Density Estimation
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

Cited in

(6)

• Analysis of mutual funds' management styles: a modeling, ranking and visualizing approach
• Nonparametric conditional hazard rate estimation: a local linear approach
• Simulated minimum Hellinger distance estimation of stochastic volatility models
• On the effect of density shape on the performance of its kernel estimate
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models

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