Admissible kernel estimators of a multivariate density

DOI10.1214/AOS/1176351046zbMATH Open0653.62027OpenAlexW1970074788MaRDI QIDQ1107922FDOQ1107922

Authors: Daren B. H. Cline 

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176351046

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zbMATH Keywords

kernel density estimatormean integrated squared errornonnegative Fourier transforms

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Admissibility in statistical decision theory (62C15)

Cited In (21)

• Fourier methods for smooth distribution function estimation
• Kernel and pseudokernel estimators for the a priori density of a multivariate parameter
• Localized mixture models for prediction with application
• Local data-driven bandwidth choice for density estimation
• Adapting the classical kernel density estimator to data
• Oracle inequalities for probability density estimations
• Optimal asymmetric kernels
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• Large sample results for varying kernel regression estimates
• A stochastic coupling method for atomic-to-continuum MonteCarlo simulations
• Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
• On the non-consistency of an estimate of Chiu
• Asymptotic effectiveness of some higher order kernels
• On nonparametric kernel density estimates
• Title not available (Why is that?)
• Schoenberg's polynomial \(B\)-splines of odd degrees: a brief review of application
• Time-varying extreme value dependence with application to leading European stock markets
• Adaptive density estimation using the blockwise Stein method
• Generalized jackknifing and higher order kernels
• Optimal kernel estimation of densities
• A variational inference for the Lévy adaptive regression with multiple kernels

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