Probability density estimation using delta sequences

DOI10.1214/aos/1176344617zbMath0403.62025OpenAlexW2020929440MaRDI QIDQ1256273

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

zbMATH Keywords

Dirichlet Kernel Sobolev Spaces Asymptotic Unbiasedness Convergence of Mean Square Error Density Estimators Fourier Transform Estimators Generalized Function Histogram Kernel Estimators Orthogonal Series Estimators

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items

Quasi wavelet numerical approach of non-linear reaction diffusion and integro reaction-diffusion equation with Atangana-Baleanu time fractional derivative, Quasi-wavelet based numerical method for fourth-order partial integro-differential equations with a weakly singular kernel, Random approximations to some measures of accuracy in nonparametric curve estimation, CENTRAL LIMIT THEORMS IN C[0,1 FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION], Speed of convergence in the hausdorff metric for estimators of irregular mixing densities, A general method of density estimation for associated random variables, Regression operator estimation by delta-sequences method for functional data and its applications, Comparison of the discrete singular convolution algorithm and the Fourier pseudospectral method for solving partial differential equations, Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator, Pointwise universal consistency of nonparametric density estimators, Uniform consistency of automatic and location-adaptive delta-sequence estimators, Nonparametric estimation of a regression function by delta sequences, Adaptive Fourier tester for statistical estimation, Uniform large deviations principle for the delta-sequence method density estimator, Quasi wavelet based numerical method for Volterra integro-differential equations on unbounded spatial domains, A Lagrange regularized kernel method for solving multi-dimensional time-fractional heat equations, On cumulative jump random variables, Nonparametric density estimation based on beta prime kernel, On the strong approximation of bootstrapped empirical copula processes with applications, Density estimation for Markov processes using delta-sequences, Spline local basis methods for nonparametric density estimation, A class of spectral density estimators, Some functional large deviations principles in nonparametric function estimation, Large deviations principle for the delta-sequence method density estimator, Rates of convergence for an estimator of a density function based on jacobi polynomials, Smoothing histograms by means of lattice- and continuous distributions, A note on nonparametric density estimation for dependent variables using a delta sequence, Unnamed Item, Nonparametric density estimation for functional data by delta sequences, A general projection framework for constrained smoothing., Unnamed Item, \(L_{1}\)-rate of convergence of smoothed histogram, A class of Birnbaum-Saunders type kernel density estimators for nonnegative data, Approximation of the delta function by wavelets, Maximum entropy estimation of density and regression functions, Local spectral time splitting method for first- and second-order partial differential equations, CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA, Local data-driven bandwidth choice for density estimation, NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY, Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data, Solution of generalized density evolution equation via a family of \(\delta\) sequences, Local convergency rate of MSE in density estimation using the second-order modulus of smoothness, On estimation of generalized densities, Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings, Strong laws for density estimators of Bernstein type, Functional estimation for time series: Uniform convergence properties, An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression, Spot volatility estimation using delta sequences, Measuring the efficiency of trigonometric series estimates of a density, Some heuristics of kernel based estimators of ratio functions, Universal consistency of delta estimators, Density estimation for samples satisfying a certain absolute regularity condition, Exact solutions in log-concave maximum likelihood estimation, Averaged singular integral estimation as a bias reduction technique, Smooth estimation of multivariate survival and density functions, A general approach to classification problems, Schur expansion of random-matrix reproducing kernels