Estimation of integrated squared density derivatives

DOI10.1016/0167-7152(87)90083-6zbMath0628.62029OpenAlexW2043277109MaRDI QIDQ1093274

James Stephen Marron, Hall, Peter

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3872

zbMATH Keywords

mean squared errorKernel density estimatorsRates of convergencedata-driven bandwidth selectionintegrated squared derivative

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Efficient Estimation for Semiparametric Semi-Markov Processes, Bandwidth selection for kernel density estimation: a review of fully automatic selectors, Semiparametric density estimation by local \(L_ 2\)-fitting., Estimation of density functionals, Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves, Accuracy of binned kernel functional approximations, On correcting for variance inflation in kernel density estimation, A note on the statistical properties of the secant algorithm for calculating rank estimators, AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY, Estimators of integrals of powers of density derivatives, Adaptive density trajectory cluster based on time and space distance, A Convolution Estimator for the Density of Nonlinear Regression Observations, Bandwidth selection for kernel distribution function estimation, Estimating the integral of a squared regression function with Latin hypercube sampling, A comparative study of several smoothing methods in density estimation, How easy is a given density to estimate?, Local polynomial smoothing based on the Kaplan-Meier estimate, On estimating integrated squared spectral density derivatives, Density Estimation for the Metropolis–Hastings Algorithm, A two-stage rank test using density estimation, Bandwidth selection in kernel density estimation for interval-grouped data, Kernel density estimation via diffusion, Optimal bandwidth choice for density-weighted averages, Donsker-type theorems for nonparametric maximum likelihood estimators, Exact and asymptotically optimal bandwidths for kernel estimation of density functionals, Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices, Estimation of functionals of sparse covariance matrices, Unnamed Item, Marginal integration for nonparametric causal inference, Kernel density estimation of actuarial loss functions, Local linear hazard rate estimation and bandwidth selection, A note on efficient density estimators of convolutions, The influence function of the optimal bandwidth for kernel density estimation, On the asymptotic normality of multistage integrated density derivatives kernel estimators., Online estimation of integrated squared density derivatives, Optimal rates for local bandwidth selection, On the estimation of the marginal density of a moving average process, Relative efficiency of local bandwidths in kernel density estimation^∗, Lower bounds for bandwidth selection in density estimation, How much do plug-in bandwidth selectors adapt to non-smoothness?, Smoothed cross-validation, Uniform in Bandwidth Estimation of Integral Functionals of the Density Function, Nonparametric specification tests for stochastic volatility models based on volatility density, Goodness-of-fit testing and quadratic functional estimation from indirect observations, On estimating the distribution function and odds using ranked set sampling, Measuring asymmetry and testing symmetry, Rootnconsistent density estimators for sums of independent random variables, Optimal rates of entropy estimation over Lipschitz balls, Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes, Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method, On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density, The stochastic approximation method for estimation of a distribution function, Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes, Estimation of Integrated Squared Density Derivatives from a Contaminated Sample, Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method, Density estimation, Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth, A note on kernel density estimation for non-negative random variables, Recursive estimators of integrated squared density derivatives, Averaging of density kernel estimators, UNCONSTRAINED PILOT SELECTORS FOR SMOOTHED CROSS-VALIDATION, A simple adaptive estimator of the integrated square of a density, On the choice of the smoothing parameter in kernel density estimation, Root \(n\) estimates of vectors of integrated density partial derivative functionals, Local bandwidth selectors for deconvolution kernel density estimation, Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation, A short note on optimal bandwidth selection for kernel estimators, Remark concerning data-dependent bandwidth choice in density estimation, Plug-in bandwidth selector for the kernel relative density estimator, A weighted least-squares cross-validation bandwidth selector for kernel density estimation, Efficient estimation of integral functionals of a density, Estimating nonquadratic functionals of a density using Haar wavelets, Minimax quadratic estimation of a quadratic functional, Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives, Estimation of integrated squared spectral density derivatives, Product-form estimators: exploiting independence to scale up Monte Carlo, On integral functionals of a density, On smoothed bootstrap for density functionals, Data-Based Choice of the Number of Pilot Stages for Plug-in Bandwidth Selection, Kernel distribution function estimation under the Koziol-Green model, Multisample tests for scale based on kernel density estimation, On estimation of \(L_r\)-norms in Gaussian white noise models, Multistage plug—in bandwidth selection for kernel distribution function estimates, Bootstrapping nonparametric density estimators with empirically chosen bandwidths., On nonparametric tests of positivity/monotonicity/convexity, Root-nconvergent transformation-kernel density estimation, The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator, Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence, On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation, On the use of pilot estimators in bandwidth selection, Error analysis for general multtvariate kernel estimators, Loss and risk in smoothing parameter selection, Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process, Mean estimation with data missing at random for functional covariables, Grade estimation of chi-square divergence, Comments on a data based bandwidth selector, Density estimation by kernel and wavelets methods: optimality of Besov spaces, An assessment of finite sample performance of adaptive methods in density estimation, Kernel Density Estimator From Ranked Set Samples, Nonquadratic estimators of a quadratic functional, Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators, SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION, Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications, How to implement signed-rank wilcox.test() type procedures when a center of symmetry is unknown, Functional Estimation and Change Detection for Nonstationary Time Series, Dimension-agnostic inference using cross U-statistics, The Kernel distribution estimator of functions of random variables, Testing for multimodality, OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS, A hybrid bandwidth selection methodology for kernel density estimation, Unnamed Item, PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY, Kernel density estimation with Berkson error, Comparison of Kernel Density Estimators with Assumption on Number of Modes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Choice of kernel order in density estimation
• Variable window width kernel estimates of probability densities
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• Optimal rates of convergence for nonparametric estimators
• Optimal global rates of convergence for nonparametric regression
• Remarks on Some Nonparametric Estimates of a Density Function
• Curve Estimates
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• On Estimation of a Probability Density Function and Mode