Mean square error properties of density estimates
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(31)- On the convergence of kernel estimators of probability density functions
- On the asymptotic mean square error of \(L_ 1\) kernel estimates of smooth functions
- Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives
- Optimal convergence properties of kernel density estimators without differentiability conditions
- Convergence in the Hausdorff metric of estimators of irregular densities, using Fourier-Cesàro approximation
- On the non-consistency of an estimate of Chiu
- A universal lower bound for the kernel estimate
- Semi-parametric estimation in the nonlinear structural errors-in-variables model
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
- A note on superkernel density estimators
- Optimal rate of convergence of monotone empirical Bayes tests for normal means
- Recursive identification of errors-in-variables Wiener systems
- On density estimation with superkernels
- Deconvolving kernel density estimators
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
- Optimal kernels when estimating non-smooth densities
- Recursive identification of errors-in-variables Wiener-Hammerstein systems
- Kernel density estimation revisited
- A new nonparametric procedure designed for simulation studies
- Nonparametric estimation of a class of smooth functions
- Consistent deconvolution in density estimation
- Computationally efficient classes of higher‐order kernel functions
- Unbiasedness of fourier integral estimator under weaker assumptions
- On the expansion of the mean integrated squared error of a kernel density estimator
- Multiclass classification with potential function rules: margin distribution and generalization
- On a new higher order kernel for density estimation
- On integral theorems and their statistical properties
- Root n estimates of vectors of integrated density partial derivative functionals
- Estimation of a quadratic regression functional using the sinc kernel
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction
- Practical bandwidth selection in deconvolution kernel density estimation
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