Nonparametric estimation of heavy-tailed density by the discrepancy method

DOI10.1007/978-3-319-41582-6_8MaRDI QIDQ5280081zbMATH OpenOpenAlexFDO

Authors Natalia M. Markovich

Publication date 20 July 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-41582-6_8

zbMATH Keywords

bandwidthdiscrepancy methodheavy-tailed densitykernel estimatornonparametric estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Bandwidth selection: Classical or plug-in?
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• Gamma kernel estimation of the density derivative on the positive semi-axis by dependent data
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• Minimum distance density-based estimation
• Nonparametric Analysis of Univariate Heavy‐Tailed Data
• On bandwidth variation in kernel estimates. A square root law
• On optimal data-based bandwidth selection in kernel density estimation
• Probability density function estimation using gamma kernels
• Rate of convergence in \(L_ 2\) of the projection estimator of the distribution density

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