Minimizing L_ 1 distance in nonparametric density estimation

adaptive algorithm asymptotic optimality data-driven estimators density estimators estimators frequency polygons L1 distance multivariate histogram estimators multivariate kernel Newton's method optimal smoothing parameters smoothed histogram

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

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Cites work

An asymptotically optimal window selection rule for kernel density estimates
Curve Estimates
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
Finite sample performance of deconvolving density estimators
Frequency Polygons: Theory and Application
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On Choosing a Delta-Sequence
On the Convergence of Moments in the Central Limit Theorem
Probability Inequalities for Sums of Bounded Random Variables

Cited in

(26)

On the minimization of absolute distance in kernel density estimation
Asymptotic bounds for the expected L^ 1 error of a multivariate kernel density estimator
On the almost everywhere properties of the kernel regression estimate
A universally acceptable smoothing factor for kernel density estimates
A comparative study of several smoothing methods in density estimation
How easy is a given density to estimate?
Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
Estimation of densities and derivatives of densities with directional data.
Multifractal diffusion entropy analysis: optimal bin width of probability histograms
On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
Asymptotic properties of Dirichlet kernel density estimators
Asymptotics and optimal bandwidth for nonparametric estimation of density level sets
Interest of boundary kernel density techniques in evaluating an approximation error of queueing systems characteristics
Minimum quadratic distance density estimation using nonparametric mixtures
Absolute error criteria for bandwidth selection in density estimation from censored data
On the effect of density shape on the performance of its kernel estimate
Bayesian density estimation via dirichlet density processes
Local bandwidth selection for kernel density estimation from right-censored data based on asymptotic mean absolute error
An overview of sequential nonparametric density estimation
An L₁ analysis of a kernel-based hazard rate estimator
CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
Conditional density estimation in measurement error problems
On the rates of convergence of “minimum l₁-norm” estimates in a partly linear model
A comparison of automatic histogram constructions
A nonparametric distribution-free test of independence among continuous random vectors based on L₁-norm
GARCH option pricing: A semiparametric approach

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