Minimizing L_ 1 distance in nonparametric density estimation

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

Mathematics Subject Classification ID

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

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Cites work

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scientific article; zbMATH DE number 3211301 (Why is no real title available?)
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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
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

(25)

Asymptotics and optimal bandwidth for nonparametric estimation of density level sets
A universally acceptable smoothing factor for kernel density estimates
GARCH option pricing: A semiparametric approach
Absolute error criteria for bandwidth selection in density estimation from censored data
On the minimization of absolute distance in kernel density estimation
A comparative study of several smoothing methods in density estimation
Estimation of densities and derivatives of densities with directional data.
On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator
Multifractal diffusion entropy analysis: optimal bin width of probability histograms
An overview of sequential nonparametric density estimation
How easy is a given density to estimate?
On the almost everywhere properties of the kernel regression estimate
Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
An \(L_1\) analysis of a kernel-based hazard rate estimator
Bayesian density estimation via dirichlet density processes
CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
A comparison of automatic histogram constructions
On the effect of density shape on the performance of its kernel estimate
Local bandwidth selection for kernel density estimation from right-censored data based on asymptotic mean absolute error
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
Minimum quadratic distance density estimation using nonparametric mixtures
Conditional density estimation in measurement error problems
Asymptotic properties of Dirichlet kernel density estimators

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