Nonparametric tilted density function estimation: a cross-validation criterion
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3126936 (Why is no real title available?)
- scientific article; zbMATH DE number 2148869 (Why is no real title available?)
- scientific article; zbMATH DE number 1850460 (Why is no real title available?)
- A note on kernel density estimation with auxiliary information
- Adaptive density estimation: A curse of support?
- Best constants in martingale version of Rosenthal's inequality
- EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION
- Empirical likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Exact mean integrated squared error
- Improved Density Estimators for Invertible Linear Processes
- Intentionally Biased Bootstrap Methods
- Making a non-parametric density estimator more attractive, and more accurate, by data perturbation
- Nonparametric kernel regression subject to monotonicity constraints
- On Locally Adaptive Density Estimation
- Testing and estimating shape-constrained nonparametric density and regression in the presence of measurement error
This page was built for publication: Nonparametric tilted density function estimation: a cross-validation criterion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1643794)