Probability density estimation using delta sequences
DOI10.1214/AOS/1176344617zbMATH Open0403.62025OpenAlexW2020929440MaRDI QIDQ1256273FDOQ1256273
Authors: Gilbert G. Walter, Julius R. Blum
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344617
Asymptotic UnbiasednessConvergence of Mean Square ErrorDensity EstimatorsDirichlet KernelFourier Transform EstimatorsGeneralized FunctionHistogramKernel EstimatorsOrthogonal Series EstimatorsSobolev Spaces
Point estimation (62F10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)
Cited In (59)
- Spline local basis methods for nonparametric density estimation
- Asymptotic properties of conditional U -statistics using delta sequences
- Local convergency rate of MSE in density estimation using the second-order modulus of smoothness
- Greedy approximation and regression analysis for the discrete TM system
- Schur expansion of random-matrix reproducing kernels
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- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
- Nonparametric density estimation based on beta prime kernel
- Some heuristics of kernel based estimators of ratio functions
- Exact solutions in log-concave maximum likelihood estimation
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Strong laws for density estimators of Bernstein type
- A general projection framework for constrained smoothing.
- Smooth estimation of multivariate survival and density functions
- On estimation of generalized densities
- On the strong approximation of bootstrapped empirical copula processes with applications
- Uniform large deviations principle for the delta-sequence method density estimator
- Uniform consistency of automatic and location-adaptive delta-sequence estimators
- Quasi wavelet based numerical method for Volterra integro-differential equations on unbounded spatial domains
- Local data-driven bandwidth choice for density estimation
- Quasi-wavelet based numerical method for fourth-order partial integro-differential equations with a weakly singular kernel
- A general method of density estimation for associated random variables
- Quasi wavelet numerical approach of non-linear reaction diffusion and integro reaction-diffusion equation with Atangana-Baleanu time fractional derivative
- Regression operator estimation by delta-sequences method for functional data and its applications
- Large deviations principle for the delta-sequence method density estimator
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
- Comparison of the discrete singular convolution algorithm and the Fourier pseudospectral method for solving partial differential equations
- A class of spectral density estimators
- Smoothing histograms by means of lattice- and continuous distributions
- Solution of generalized density evolution equation via a family of \(\delta\) sequences
- A Lagrange regularized kernel method for solving multi-dimensional time-fractional heat equations
- Rates of convergence for an estimator of a density function based on jacobi polynomials
- Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator
- Measuring the efficiency of trigonometric series estimates of a density
- Density estimation for samples satisfying a certain absolute regularity condition
- Maximum entropy estimation of density and regression functions
- Nonparametric estimation of a regression function by delta sequences
- Functional estimation for time series: Uniform convergence properties
- Pointwise universal consistency of nonparametric density estimators
- CENTRAL LIMIT THEORMS IN C[0,1] FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION
- An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression
- Universal consistency of delta estimators
- Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data
- \(L_{1}\)-rate of convergence of smoothed histogram
- Spot volatility estimation using delta sequences
- Density estimation for Markov processes using delta-sequences
- A class of Birnbaum-Saunders type kernel density estimators for nonnegative data
- A note on nonparametric density estimation for dependent variables using a delta sequence
- Local spectral time splitting method for first- and second-order partial differential equations
- Some functional large deviations principles in nonparametric function estimation
- Averaged singular integral estimation as a bias reduction technique
- On cumulative jump random variables
- Nonparametric density estimation for functional data by delta sequences
- Speed of convergence in the hausdorff metric for estimators of irregular mixing densities
- Adaptive Fourier tester for statistical estimation
- A general approach to classification problems
- Approximation of the delta function by wavelets
- An introduction to nonparametric adaptive estimation
- CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
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