Variable kernel density estimation

DOI10.1214/AOS/1176348768zbMATH Open0763.62024OpenAlexW2050947749WikidataQ56533610 ScholiaQ56533610MaRDI QIDQ1206705FDOQ1206705

Authors: George R. Terrell, Dawid W. Scott 

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176348768

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zbMATH Keywords

biasempirical distributionskernel density estimatesnearest-neighbor estimatorswindow widthAbramson estimatorballoon estimatorsGauteaux differentiable functionalspoint of estimationpoint of the sample observation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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• What do we hear from a drum? A data-consistent approach to quantifying irreducible uncertainty on model inputs by extracting information from correlated model output data
• Reducing the mean squared error in kernel density estimation
• Numerical results concerning a sharp adaptive density estimator
• BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS
• ASKIT: an efficient, parallel library for high-dimensional kernel summations
• Smooth estimation of multivariate survival and density functions
• A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator
• A note on bias reduction in variable‐kernel density estimates
• Pointwise improvement of multivariate kernel density estimates.
• Variable bandwidth diffusion kernels
• Nonparametric Uncertainty Quantification for Stochastic Gradient Flows
• A locally adaptive transformation method of boundary correction in kernel density estimation
• Multivariate locally adaptive density estimation.
• Resampled quantile functions for error estimation and a relationship to density estimation.
• On the effect of estimating the error density in nonparametric deconvolution
• Local multiplicative bias correction for asymmetric kernel density estimators
• Generalized kernel density estimator
• Diffusion maps-aided neural networks for the solution of parametrized PDEs
• Semiparametric modeling: correcting low-dimensional model error in parametric models
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• Fast computation of spatially adaptive kernel estimates
• Optimal \(L_{1}\) bandwidth selection for variable kernel density estimates
• Error process indexed by bandwidth matrices in multivariate local linear smoothing
• On the risk of estimates for block decreasing densities
• A variable bandwidth selector in multivariate kernel density estimation
• Density Estimation by Randomized Quasi-Monte Carlo
• A note on density mode estimation
• Error analysis for general multtvariate kernel estimators
• KNN-kernel density-based clustering for high-dimensional multivariate data
• Emulators for stochastic simulation codes
• A new Poisson noise filter based on weights optimization
• Asymptotic bias and variance for a general class of varying bandwidth density estimators
• Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification
• On global properties of variable bandwidth density estimators
• Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems
• Statistical estimation of a mixture of Gaussian distributions
• On bandwidth selection using minimal spanning tree for kernel density estimation
• A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension
• Poisson shot noise removal by an oracular non-local algorithm
• Variable window width kernel estimates of probability densities
• Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
• Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
• Improved variable window kernel estimates of probability densities
• Pointwise universal consistency of nonparametric density estimators
• Universal consistency of delta estimators
• Alternating kernel and mixture density estimates.
• An assessment of finite sample performance of adaptive methods in density estimation
• Probabilistic constrained optimization on flow networks
• The generalized cross entropy method, with applications to probability density estimation
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• Kernel density estimation via diffusion
• Computational strategy for the crash design analysis using an uncertain computational mechanical model
• Reducing bias in curve estimation by use of weights.
• Mode testing via higher-order density estimation
• Rates of convergence of an adaptive kernel density estimator for finite mixture models
• On some properties of weighted averaging with variable weights
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• Reweighted kernel density estimation
• Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating
• Asymptotic normality of an adaptive kernel density estimator for finite mixture models
• Uniform asymptotics for kernel density estimators with variable bandwidths
• Variable bandwidth kernel density estimation for censored data
• Central limit theorem for the variable bandwidth kernel density estimators
• Spline local basis methods for nonparametric density estimation
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
• Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\)
• Adaptive deep density approximation for fractional Fokker-Planck equations
• The Buckley-James estimator and induced smoothing
• Graph-theoretic algorithms for Kolmogorov operators: approximating solutions and their gradients in elliptic and parabolic problems on manifolds
• Edgeworth and Cornish Fisher expansions and confidence intervals for the distribution, density and
• Robust aggregation of compositional and interval-valued data: the mode on the unit simplex
• Variable bandwidth kernel regression estimation
• Using small bias nonparametric density estimators for confidence interval estimation
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
• Accelerated basis adaptation in homogeneous chaos spaces
• Using pseudometrics in kernel density estimation
• A doubly robustified estimating function for ARCH time series models
• On multivariate smoothed bootstrap consistency
• Adaptive smoothing in kernel discriminant analysis
• Nonparametric construction of probability maps under local stationarity
• Semi-supervised inference for nonparametric logistic regression
• Design‐based properties of the nearest neighbor spatial interpolator and its bootstrap mean squared error estimator
• Modality-Constrained Density Estimation via Deformable Templates
• Spectral analysis of weighted Laplacians arising in data clustering
• Validating protein structure using kernel density estimates
• From basic to reduced bias kernel density estimators: links via taylor series approximations
• Self-adaptive density estimation of particle data
• Learning quantities of interest from dynamical systems for observation-consistent inversion
• Noise-free sampling algorithms via regularized Wasserstein proximals
• Rayleigh projection depth
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• Diffusion smoothing for spatial point patterns
• DENSITY ESTIMATION USING POLYNOMIAL FOR COMPLETE AND RIGHT CENSORED SAMPLES
• Canonical dependency analysis using a bias-corrected \(\chi^2\) statistics matrix
• Spatially smoothed kernel densities with application to crop yield distributions
• Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
• Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation
• Compressed Principal Component Analysis of Non-Gaussian Vectors
• Finite sample properties of an adaptive density estimator
• Tuning selection for two-scale kernel density estimators

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