Effect of dependence on stochastic measures of accuracy of density estimators

DOI10.1214/AOS/1021379860zbMATH Open1012.62031OpenAlexW2004031874MaRDI QIDQ1848944FDOQ1848944

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1021379860

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Cites Work

Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
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Data-driven bandwidth choice for density estimation based on dependent data
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
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A Review of Nonparametric Time Series Analysis
High Order Data Sharpening for Density Estimation
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On bandwidth choice for density estimation with dependent data
Analysis 3: Who made the call? Classification based on logistic regression and trees
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Cited In (11)

On nonparametric density estimation for multivariate linear long-memory processes
Asymptotic normality of kernel type density estimators for random fields
Wavelet regression in random design with heteroscedastic dependent errors
Some results on random design regression with long memory errors and predictors
Convergence rates in density estimation for data from infinite-order moving average processes
Title not available (Why is that?)
On bandwidth choice for density estimation with dependent data
Improving the accuracy of estimation of unknown random variable probability density over empirical data
A selective overview of nonparametric methods in financial econometrics
Nonparametric deconvolution problem for dependent sequences
Nonparametric estimation for dependent data

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