On kernel density derivative estimation
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Cites work
- Canonical kernels for density estimation
- Generalized jackknifing and higher order kernels
- MISE of kernel estimates of a density and its derivatives
- Mean squared errors of estimates of a density and its derivatives
- Optimizing Kernel Methods: A Unifying Variational Principle
- Smooth estimators of distribution and density functions
Cited in
(20)- scientific article; zbMATH DE number 4178397 (Why is no real title available?)
- Kernel estimators of mode under -weak dependence
- Iterated smoothed bootstrap confidence intervals for population quantiles
- Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
- A smooth nonparametric conditional quantile frontier estimator
- On local moments
- Kernel estimation of density level sets
- Using pseudometrics in kernel density estimation
- Kernel methods for estimating derivatives of conditional quantiles
- Fully Data-Driven Normalized and Exponentiated Kernel Density Estimator with Hyvärinen Score
- PROMETHEE IV through kernel density estimation
- Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
- A new derivative with normal distribution kernel: theory, methods and applications
- Averaging of density kernel estimators
- On higher order kernels
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- Locally parametric nonparametric density estimation
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
- Optimal kernel estimation of densities
- Iterated Bootstrap‐t Confidence Intervals for Density Functions
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