Nonparametric estimation of density derivatives of dependent data
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 4147310 (Why is no real title available?)
- scientific article; zbMATH DE number 4059073 (Why is no real title available?)
- scientific article; zbMATH DE number 3651578 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 19721 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A local cross-validation algorithm for dependent data
- Comparison of two bandwidth selectors with dependent errors
- Data-driven bandwidth choice for density estimation based on dependent data
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
- Mixing: Properties and examples
- Moment inequalities for mixing sequences of random variables
- Nonparameteric estimation in mixing sequences of random variables
- Nonparametric curve estimation from time series
- Nonparametric regression analysis of longitudinal data
- On the Strong Mixing Property for Linear Sequences
- Quadratic errors for nonparametric estimates under dependence
- Smooth optimum kernel estimators of densities, regression curves and modes
- Some Limit Theorems for Random Functions. I
Cited in
(23)- Nonparametric estimation of the logarithmic density derivative of sequences with strong mixing
- scientific article; zbMATH DE number 7141566 (Why is no real title available?)
- Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
- scientific article; zbMATH DE number 775741 (Why is no real title available?)
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- Some inequalities for strong mixing random variables with applications to density estimation
- Recursive nonparametric estimation of local first derivative under dependence conditions
- Nonparametric estimation of the derivatives of the stationary density for stationary processes
- Nonparametric estimation for dependent data
- Nonparametric least squares estimation in derivative families
- Non-parametric estimation of reciprocal coordinate subtangent for right censored dependent scheme
- Nonparametric estimating equations for circular probability density functions and their derivatives
- Plug-in bandwidth selection in kernel hazard estimation from dependent data
- Nonparametric estimation of the hazard function under dependence conditions
- Nonparametric estimation of derivatives of a multivariate density from dependent observations.
- Nonparametric density estimation for positive time series
- Nonparametric estimation of the maximum hazard under dependence conditions
- A kernel mode estimate under random left truncation and time series model: asymptotic normality
- Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
- Kernel estimators of mode under \(\psi\)-weak dependence
- On the estimation of the marginal density of a moving average process
- Nonparametric estimation for a nonlinear stable sample process
- scientific article; zbMATH DE number 4161933 (Why is no real title available?)
This page was built for publication: Nonparametric estimation of density derivatives of dependent data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1360978)
