Variable window width kernel estimates of probability densities
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DOI10.1007/BF00348751zbMATH Open0637.62036OpenAlexW2071298126MaRDI QIDQ1098511FDOQ1098511
Authors: J. S. Marron, Peter Hall 
Publication date: 1988
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00348751
Recommendations
kernel density estimatorsfast rates of convergencesmoothing at different locationsvariable window widths
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Cited In (51)
- Kernel density estimation with adaptive varying window size
- An evaluation of likelihood-based bandwidth selectors for spatial and spatiotemporal kernel estimates
- Numerical results concerning a sharp adaptive density estimator
- Invariance principles for deconvoluting kernel density estimation
- Estimation of equifrequency histograms
- Location-adaptive density estimation and nearest-neighbor distance
- Variable bandwidth kernel regression estimation
- Title not available (Why is that?)
- Variable bandwidth kernel hazard estimators
- Fast Kernel Smoothing of Point Patterns on a Large Network using Two‐dimensional Convolution
- Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Uniform consistency of automatic and location-adaptive delta-sequence estimators
- Multivariate locally adaptive density estimation.
- On the effect of estimating the error density in nonparametric deconvolution
- Kernel density estimation of wool fiber diameter
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- Fast computation of spatially adaptive kernel estimates
- CORRECTING FOR KURTOSIS IN DENSITY ESTIMATION
- Variable Bandwidths for Nonparametric Hazard Rate Estimation
- On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation
- On the risk of estimates for block decreasing densities
- Symmetric adaptive smoothing regimens for estimation of the spatial relative risk function
- A variable bandwidth selector in multivariate kernel density estimation
- An optimal test for the additive model with discrete or categorical predictors
- Local M-estimator for nonparametric time series.
- Asymptotic bias and variance for a general class of varying bandwidth density estimators
- Spatial local M-estimation under association
- Estimation of integrated squared density derivatives
- New insights into approximate Bayesian computation
- Improved variable window kernel estimates of probability densities
- From basic to reduced bias kernel density estimators: links via taylor series approximations
- Boundary kernels for adaptive density estimators on regions with irregular boundaries
- Accuracy of transformed kernel density estimates for a heavy-tailed distribution
- Nonparametric estimation of volatility function with variable bandwidth parameter
- Title not available (Why is that?)
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- A note on the \(L_ 1\) consistency of variable kernel estimates
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
- Reducing bias in curve estimation by use of weights.
- Asymptotic unbiased density estimators
- Diffusion smoothing for spatial point patterns
- On convergence of kernel estimators of density with variable window width by dependent observations
- Methodology for nonparametric bias reduction in kernel regression estimation
- Transformations in hazard rate estimation
- Spatially smoothed kernel densities with application to crop yield distributions
- Variable kernel density estimation
- Variable bandwidth in nonparametric regression∗
- Uniform asymptotics for kernel density estimators with variable bandwidths
- Variable bandwidth kernel density estimation for censored data
- Central limit theorem for the variable bandwidth kernel density estimators
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