Uniform consistency of automatic and location-adaptive delta-sequence estimators
From MaRDI portal
Publication:1102659
DOI10.1007/BF00318909zbMath0644.62041MaRDI QIDQ1102659
Deborah Nolan, James Stephen Marron
Publication date: 1989
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
histogram; kernel estimators; density estimation; uniform consistency; smoothing parameter; cross- validation; delta-sequence estimators; location-adaptive smoothing; nearest-neighbor distance; orthogonal series type estimators
Related Items
Location-adaptive density estimation and nearest-neighbor distance, Consistent estimation of mixture complexity., A uniform functional law of the logarithm for the local empirical process., Uniform in bandwidth consistency of kernel-type function estimators
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- U-processes: Rates of convergence
- Local data-driven bandwidth choice for density estimation
- Adaptive density flattening. - A metric distortion principle for combating bias in nearest neighbor methods
- On near neighbour estimates of a multivariate density
- Arbitrariness of the pilot estimator in adaptive kernel methods
- The consistency of automatic kernel density estimates
- An asymptotically efficient solution to the bandwidth problem of kernel density estimation
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
- A note on the \(L_ 1\) consistency of variable kernel estimates
- Large sample optimality of least squares cross-validation in density estimation
- An asymptotically optimal window selection rule for kernel density estimates
- A comparison of cross-validation techniques in density estimation
- Cross-validation and the smoothing of orthogonal series density estimators
- Variable bandwidth kernel estimators of regression curves
- Variable window width kernel estimates of probability densities
- On the amount of noise inherent in bandwidth selection for a kernel density estimator
- Data-based optimal smoothing of orthogonal series density estimates
- Weak convergence and efficient density estimation at a point
- Interpolating spline methods for density estimation. I: Equi-spaced knots
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Probability density estimation using delta sequences
- Central limit theorems for empirical measures
- Multivariate k-nearest neighbor density estimates
- On bandwidth variation in kernel estimates. A square root law
- On empirical density function
- Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
- Frequency Polygons: Theory and Application
- A data dependent approach to density estimation
- Uniform consistency of a histogram density estimator and modal estimation
- Variable Kernel Estimates of Multivariate Densities
- The strong uniform convergence of multivariate variable kernel estimates
- A histogram method of density estimation
- A Nonparametric Estimate of a Multivariate Density Function
- A Polynomial Algorithm for Density Estimation
- On Choosing a Delta-Sequence
- Convergence of stochastic processes
