Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes

DOI10.1007/S10463-021-00814-2zbMATH Open1497.62085OpenAlexW4206567855WikidataQ114227661 ScholiaQ114227661MaRDI QIDQ2086282FDOQ2086282

Authors: Mohamed Chaouch, Sultana Didi Biha, Salim Bouzebda 

Publication date: 25 October 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-021-00814-2

Recommendations

• Nonparametric estimation of density derivatives of dependent data
• Normalité asymptotique de l'estimateur par polynômes locaux de la densité et ses dérivées pour des processus réels et mélangeants
• Asymptotic results for the regression function estimate on continuous time stationary and ergodic data
• Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
• Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes

zbMATH Keywords

density estimationkernel estimationnonparametric estimationregression estimationmartingale differencesergodic discrete time processesfunction derivative

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• Functional data analysis.
• Title not available (Why is that?)
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Consistent nonparametric regression. Discussion
• Applied functional data analysis. Methods and case studies
• An Effective Bandwidth Selector for Local Least Squares Regression
• Remarks on Some Nonparametric Estimates of a Density Function
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Design-adaptive Nonparametric Regression
• Confidence Bands in Nonparametric Regression
• Title not available (Why is that?)
• On Estimation of a Probability Density Function and Mode
• Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
• Local Linear Quantile Regression
• Title not available (Why is that?)
• The estimation of the gradient of a density function, with applications in pattern recognition
• Title not available (Why is that?)
• Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
• Ergodic theorems. With a supplement by Antoine Brunel
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
• Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
• Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
• Title not available (Why is that?)
• On kernel density derivative estimation
• Combinatorial methods in density estimation
• Absolute regularity and ergodicity of Poisson count processes
• Title not available (Why is that?)
• Introduction to strong mixing conditions. Vol. 3.
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
• Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
• Maximum penalized likelihood estimation. Vol. 1: Density estimation
• Sizer analysis for the comparison of regression curves
• General asymptotic confidence bands based on kernel-type function estimators
• One bootstrap suffices to generate sharp uniform bounds in functional estimation
• Title not available (Why is that?)
• Optimal sampling for density estimation in continuous time
• Bias reduction and metric learning for nearest-neighbor estimation of Kullback-Leibler divergence
• Title not available (Why is that?)
• Canonical higher-order kernels for density derivative estimation
• Estimation of a Probability Density Function and Its Derivatives
• Title not available (Why is that?)
• Title not available (Why is that?)
• Kernel estimation for time series: an asymptotic theory
• On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
• Title not available (Why is that?)
• Smoothing splines: Regression, derivatives and deconvolution
• Title not available (Why is that?)
• Bandwidth choice and confidence intervals for derivatives of noisy data
• Nonparametric estimation of mixed partial derivatives of a multivariate density
• An approximation to the density function
• Root \(n\) estimates of vectors of integrated density partial derivative functionals
• Bandwidth choice for differentiation
• Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
• Gradient-based smoothing parameter selection for nonparametric regression estimation
• On estimation of a density and its derivatives
• Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives
• Mean squared errors of estimates of a density and its derivatives
• Bounds for estimation of density functions and their derivatives
• Non-Parametric Inference for Density Modes
• On bootstrapping the mode in the nonparametric regression model with random design
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
• A unified treatment of direct and indirect estimation of a probability density and its derivatives
• Direct density derivative estimation
• On nonparametric kernel estimation of the mode of the regression function in the random design model
• Normal reference bandwidths for the general order, multivariate kernel density derivative estimator
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
• Additive regression model for stationary and ergodic continuous time processes
• Title not available (Why is that?)

Cited In (4)

• Asymptotic properties of conditional U -statistics using delta sequences
• Title not available (Why is that?)
• Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data

Uses Software

• fda (R)
• KernSmooth

This page was built for publication: Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2086282)