Remarks on some recursive estimators of a probability density
From MaRDI portal
Publication:1257311
DOI10.1214/aos/1176344616zbMath0405.62031OpenAlexW1980158700MaRDI QIDQ1257311
Edward J. Wegman, H. I. Davies
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/1176344616
Asymptotic VarianceLaw of Iterated LogarithmKernel EstimatorsAlmost Sure ConsistencyAlmost Sure Invariance PrincipleAsymptotic BiasAsymptotic Distribution ResultsProbability DensityRecursive EstimatorsSequential Density Estimators
Related Items
A Berry-Esseen-type bound for recursive estimators of a density and its derivatives, Equivalence of uniform asymptotic unbiasedness, mean square and strong consistencies of recursive estimates of a density and its p-th derivative, Strong consistency and rates for recursive probability density estimators of stationary processes, Almost sure convergence of recursive density estimators for stationary mixing processes, Recursive estimation for stochastic damping hamiltonian systems, Recursive kernel regression estimation under α – mixing data, Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator, Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method, Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence, Recursive kernel estimation of the density under \(\eta\)-weak dependence, Iterative kernel density estimation from noisy-dependent observations, Weighted probability density estimator with updated bandwidths, Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method, Nonparametrie recursive estimator for mean residual life and vitality function under dependence conditions, Moderate deviation and large deviation for Wegman-Davies recursive density estimator, Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function, Berry-Esseen bounds for density estimates under NA assumption, Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions, Density estimation from streaming data using wavelets, Nonparametric conditional density estimation for censored data based on a recursive kernel, On a class of recursive estimators for spatially dependent observations, Nonparametric recursive density estimation for spatial data, The rate of complete consistency for recursive probability density estimator under strong mixing samples, Nonparametric density estimation of streaming data using orthogonal series, On the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptions, Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates, Laws of the iterated logarithm for nonparametric density estimators, On a parametric family of sequential estimators of the density for a strong mixing process, Unnamed Item, Bandwidth selection for the Wolverton-Wagner estimator, The stochastic approximation method for the estimation of a multivariate probability density, Recursive kernel density estimators under a weak dependence condition, Nonparametric recursive regression estimation on Riemannian manifolds, Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data, On estimation of a density and its derivatives, Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation