Improvement of Kernel Type Density Estimators
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Cited in
(56)- On improving convergence rates for nonnegative kernel failure-rate function estimators
- On nonparametric regression with higher-order kernels
- Limit theorems for stochastic measures of the accuracy of density estimators
- Bias correction and higher order kernel functions
- Nonparametric kernel regression estimation near endpoints.
- Hierarchies of higher order kernels
- Mass shifting roles of negative kernel mass in density estimation
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Averaged singular integral estimation as a bias reduction technique
- Density estimation on manifolds with boundary
- Joint sufficient dimension reduction for estimating continuous treatment effect functions
- Trimmed jackknife kernel estimate for the probability density function
- Two types of nonparametric estimates of the distribution density
- Multiplicative bias correction for asymmetric kernel density estimators revisited
- Asymptotic properties of Dirichlet kernel density estimators
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- Tuning selection for two-scale kernel density estimators
- A distribution free test for changes in the trend function of locally stationary processes
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- Bias corrections for some asymmetric kernel estimators
- A bias reducing technique in kernel distribution function estimation
- A doubly robustified estimating function for ARCH time series models
- Empirical Bayes nonparametric kernel density estimation
- Smooth estimators of distribution and density functions
- Comparing time varying regression quantiles under shift invariance
- Application of variational analysis and control theory to nonparametric maximum likelihood estimation of a density function
- A new kernel density estimate
- Generalized jackknifing and higher order kernels
- A bias-reduced approach to density estimation using Bernstein polynomials
- Density estimates of low bias
- Kernel estimation of smooth densities unsing fabian's approach
- What happens when bootstrapping the smoothing spline
- On higher order kernels
- A simple bootstrap method for constructing nonparametric confidence bands for functions
- Reducing the mean squared error in kernel density estimation
- Skewing and Generalized Jackknifing in Kernel Density Estimation
- BIAS-CORRECTED CONFIDENCE INTERVALS FOR WILDLIFE ABUNDANCE ESTIMATION
- Computationally efficient classes of higher‐order kernel functions
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
- Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval
- Limiting bias-reduced Amoroso kernel density estimators for non-negative data
- A note on kernel density estimation at a parametric rate†
- Generalised gamma kernel density estimation for nonnegative data and its bias reduction
- Robust kernel estimator for densities of unknown smoothness
- scientific article; zbMATH DE number 7829050 (Why is no real title available?)
- Optimal Nonparametric Inference with Two-Scale Distributional Nearest Neighbors
- A nonparametric discontinuity test of density using a beta kernel
- Gradual changes in functional time series
- A kernel-based stochastic approximation framework for contextual optimization
- Smoothing bias and its treatment in nonparametric kernel estimation
- Inference with Mondrian random forests
- Detecting relevant deviations from the white noise assumption for non-stationary time series
- A note on local polynomial regression for time series in Banach spaces
- The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model
- Rate acceleration for estimators of integral curves from diffusion tensor imaging (DTI) data
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