On Estimation of a Probability Density Function and Mode
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(only showing first 100 items - show all)- Probability density estimation for survival data with censoring indicators missing at random
- Memory-based neuro-fuzzy system for interpolation of reflection coefficients of printing inks
- On a parametric family of sequential estimators of the density for a strong mixing process
- An efficient discriminant-based solution for small sample size problem
- Redesigning vector quantizers using implicitly estimated probability density functions
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps
- The stochastic approximation method for the estimation of a multivariate probability density
- Limit distribution theory for maximum likelihood estimation of a log-concave density
- Reweighted kernel density estimation
- Bias reduction in kernel binary regression
- Bivariate density estimation using BV regularisation
- Nonparametric density estimation by exact leave-\(p\)-out cross-validation
- Defect detection in patterned wafers using multichannel scanning electron microscope
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors
- Quasi-continuous histograms
- A global algorithm to estimate the expectations of the components of an observed univariate mixture
- Exact risk improvement of bandwidth selectors for kernel density estimation with directional data
- High order Parzen windows and randomized sampling
- On estimation of a density and its derivatives
- Contributions to nonparametric generalized failure rate function estimation
- L_p-consistency of multivariate density estimates
- On the convergence of kernel estimators of probability density functions
- On a measure of multivariate skewness and a test for multivariate normality
- Consistency of a nonparametric estimation of a density functional
- Asymptotic distributions of smoothed histograms
- Asymptotic normality of some kernel-type estimators of probability density
- A note on the estimation of the integral of f^ 2(x)
- Pattern recognition in several sequences: Consensus and alignment
- Properties of some kernel estimators and of the adapted Loftsgarden- Quesenberry estimator of a density function for censored data
- Least absolute deviations estimation for the censored regression model
- Laws of large numbers for classes of functions
- A bivariate histogram density estimator: Consistency and asymptotic normality
- Asymptotic distributions of estimators of the derivative of a density and the score function
- The empirical Bayes rules with floating optimal sample size for exponential conditional distributions
- On smoothed probability density estimation for stationary processes
- Central limit theorem for perturbed empirical distribution functions evaluated at a random point
- Statistical inference on spontaneous neuronal discharge patterns
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Estimation of density functions by order statistics
- The kernel estimate is relatively stable
- Estimation of integrated squared density derivatives
- On improving convergence rates for nonnegative kernel failure-rate function estimators
- A new sequential cluster algorithm for optical lens design
- On the minimization of absolute distance in kernel density estimation
- Almost sure convergence of recursive density estimators for stationary mixing processes
- MISE of kernel estimates of a density and its derivatives
- A kernel-type estimator for generalized quantiles
- Estimating the direction in which a data set is most interesting
- Modified nonparametric kernel estimates of a regression function and their consistencies with rates
- A test of independence for the coordinates of bivariate censored data
- Comments on ``A new theoretical and algorithmical basis for estimation, identification and control by P. Kovanic
- Adaptive kernel-type estimator for square-integrable distribution density
- Adaptive nonparametric estimation of a multivariate regression function
- Central limit theorems for \(L_ p\)-norms of density estimators
- On the use of compactly supported density estimates in problems of discrimination
- Quadratic error of an unbiased estimate of the probability density of sufficient statistics of the normal distribution
- Kernel density and hazard function estimation in the presence of censoring
- Testing for dispersive ordering
- Asymptotic maximal deviation of M-smoothers
- Strong uniform consistency of kernel probability density estimators based on sample moments
- Locally adaptive hazard smoothing
- On nonparametric regression with higher-order kernels
- Non-parametric estimation of conditional quantiles
- D-vine copula based quantile regression
- A note on deconvolution density estimation
- Fixed width confidence bands for densities under censoring
- Learning to recognize patterns with a probabilistic teacher
- Using two-class classifiers for function estimation
- Asymptotic properties of kernel estimates of a regression function
- On the uniform complete convergence of density function estimates
- Estimating a density on the positive half line by the method of orthogonal series
- Central limit theorems under weak dependence
- Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications
- Decomposing the reaction time distribution: Pure insertion and selective influence revisited
- Estimation of probabilities of label imperfections and correction of mislabels
- Nonparametric estimation of Matusita's measure of affinity between absolutely continuous distributions
- Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate
- Bivariate inverse Gaussian distribution
- Smoothing histograms by means of lattice- and continuous distributions
- An unsupervised Bayes classifier for normal patterns based on marginal densities analysis
- Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives
- On general quantile processes in weighted sup-norm metrics
- Limit theorems for stochastic measures of the accuracy of density estimators
- Nonparametric estimation of the location and scale parameters based on density estimation
- Large errors for statistical estimates of density distributions
- Probabilities of maximal deviations for nonparametric regression function estimates
- A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
- Quadratic errors for nonparametric estimates under dependence
- Estimation of change point in failure rate models
- Bootstrap optimal bandwidth selection for kernel density estimates
- Residuals density estimation in nonparametric regression
- Asymptotic bounds for the expected L^ 1 error of a multivariate kernel density estimator
- Optimal convergence properties of kernel density estimators without differentiability conditions
- Maximum entropy estimation of density and regression functions
- Data-dependent bandwidth choice for a grade density kernel estimate
- Frequency domain pattern classification
- Sequential interval histogram analysis of non-stationary neuronal spike trains
- Consistency of a certain class of empirical density functions
- An analysis of biological random processes via optimized statistical models
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