On convergence rates for quadratic errors in kernel hazard estimation
From MaRDI portal
Recommendations
- Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation
- On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
- Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
- Convergence rates for average square errors for kernel smoothing estimators
- An \(L_1\) analysis of a kernel-based hazard rate estimator
Cites work
- scientific article; zbMATH DE number 3734953 (Why is no real title available?)
- scientific article; zbMATH DE number 3619215 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A study on bandwidth selection in density estimation under dependence
- Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations
- Asymptotic theory of weakly dependent stochastic processes
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Choice of kernel order in density estimation
- Comparison of bandwidth selectors in nonparametric regression under dependence
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Data-driven bandwidth choice for density estimation based on dependent data
- Hazard analysis. I
- Mixing: Properties and examples
- Moment bounds for mixing random variables useful in nonparametric function estimation
- Nonparametric estimation of the hazard function under dependence conditions
- Quadratic errors for nonparametric estimates under dependence
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Recursive probability density estimation for weakly dependent stationary processes
- Some New Estimates for Distribution Functions
Cited in
(4)- Nonparametric estimation under long memory dependence
- Optimal asymptotic quadratic error of kernel estimators of Radon–Nikodym derivatives for strong mixing data
- scientific article; zbMATH DE number 4090592 (Why is no real title available?)
- Convergence rates for average square errors for kernel smoothing estimators
This page was built for publication: On convergence rates for quadratic errors in kernel hazard estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1613073)