On the rate of convergence of recursive kernel estimates of probability densities
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Cites work
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- Central Limit Theorems for dependent variables. I
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Cited in
(19)- Equivalence of uniform asymptotic unbiasedness, mean square and strong consistencies of recursive estimates of a density and its p-th derivative
- Strong consistency and rates for recursive probability density estimators of stationary processes
- Fill's algorithm for absolutely continuous stochastically monotone kernels
- Super-convergence of reproducing kernel approximation
- On the estimates of Dunkl kernels
- Recursive estimators of integrated squared density derivatives
- Convergence rates of kernel density estimates in particle filtering
- KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS
- Non-parametric estimation of the conditional mode
- Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation
- Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate
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- scientific article; zbMATH DE number 1138587 (Why is no real title available?)
- Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes
- Estimation of the probability density from random sampling
- On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions
- Non-parametric recursive estimates of a probability density function and its derivatives
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