Asymptotic distributions of smoothed histograms

DOI10.1007/BF02056918zbMath0519.62019MaRDI QIDQ1054405

Ulrich Stadtmüller

Publication date: 1983

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175901

zbMATH Keywords

stationary Gaussian process; density estimation; weak law of large numbers; lattice distributions; Berry-Esseen type error bound; limit distribution of maximum of deviation; smoothed histograms; uniform weak consistency

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems

Related Items

CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA, Bernstein polynomial probability density estimation, Bernstein estimator for unbounded density function, A note on generalized Bernstein polynomial density estimators, Smooth estimation of survival and density functions for a stationary associated process using Poisson weights, Strong laws for density estimators of Bernstein type, Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory, Two-dimensional Bernstein polynomial density estimators, Nonparametric curve estimation with Bernstein estimates

Cites Work

• Smoothing histograms by means of lattice- and continuous distributions
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• Brownian Motion—Wiener Process
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Curve Estimates
• On Estimation of a Probability Density Function and Mode
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