How easy is a given density to estimate?
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Publication:1361576
DOI10.1016/0167-9473(93)90132-DzbMATH Open0937.62584OpenAlexW2031817711MaRDI QIDQ1361576FDOQ1361576
Authors: Luc Devroye, M. P. Wand 
Publication date: 31 August 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(93)90132-d
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kernel density estimatornonparametric curve estimationmean integrated absolute error\(L_1\) losstransformation density kernel estimator
Cites Work
- Exact mean integrated squared error
- Title not available (Why is that?)
- Title not available (Why is that?)
- Transformations in Density Estimation
- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
- Recent Developments in Nonparametric Density Estimation
- Estimation of integrated squared density derivatives
- Minimizing \(L_ 1\) distance in nonparametric density estimation
- CORRECTING FOR KURTOSIS IN DENSITY ESTIMATION
- On the effect of density shape on the performance of its kernel estimate
Cited In (6)
- Nonparametric conditional hazard rate estimation: a local linear approach
- On the effect of density shape on the performance of its kernel estimate
- Simulated minimum Hellinger distance estimation of stochastic volatility models
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Analysis of mutual funds’ management styles: a modeling, ranking and visualizing approach
- A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models
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