Minimizing L_ 1 distance in nonparametric density estimation

DOI10.1016/0047-259X(88)90073-5zbMATH Open0673.62030MaRDI QIDQ1120929FDOQ1120929

Authors: M. P. Wand, Peter Hall 

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

Newton's methodadaptive algorithmasymptotic optimalityestimatorsdensity estimatorsfrequency polygonsmultivariate kerneldata-driven estimatorsL1 distancemultivariate histogram estimatorsoptimal smoothing parameterssmoothed histogram

Mathematics Subject Classification ID

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

Cites Work

• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• An asymptotically optimal window selection rule for kernel density estimates
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• Probability Inequalities for Sums of Bounded Random Variables
• On the Convergence of Moments in the Central Limit Theorem
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• Curve Estimates
• Frequency Polygons: Theory and Application
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• On Choosing a Delta-Sequence
• Finite sample performance of deconvolving density estimators
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Cited In (25)

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

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