Optimal bandwidth selection for recursive Gumbel kernel density estimators
DOI10.1515/DEMO-2019-0020zbMATH Open1439.62099OpenAlexW2990941453WikidataQ126807411 ScholiaQ126807411MaRDI QIDQ2178952FDOQ2178952
Publication date: 12 May 2020
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2019-0020
Exact distribution theory in statistics (62E15) Density estimation (62G07) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12) Numerical smoothing, curve fitting (65D10) Stochastic approximation (62L20)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Recursive density estimators based on Robbins-Monro's scheme and using Bernstein polynomials
- The stochastic approximation method for estimation of a distribution function
- Remarks on Some Nonparametric Estimates of a Density Function
- Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
- On Estimation of a Probability Density Function and Mode
- Practical bandwidth selection in deconvolution kernel density estimation
- Heavy-Tailed Distributions: Properties and Tests
- A unified theory of regularly varying sequences
- Bandwidth selection for kernel distribution function estimation
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation
- Data-driven bandwidth choice for density estimation based on dependent data
- Quantitative Operational Risk Models
- How to apply the method of stochastic approximation in the non-parametric estimation of a regression function1
- A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
- Regularly Varying Sequences
- Title not available (Why is that?)
- Recursive estimation of the mode of a multivariate distribution
- The generalized inverse Weibull distribution
- Recursive Nonparametric Estimation for Time Series
- The stochastic approximation method for the estimation of a multivariate probability density
- Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method
- Optimal bandwidth selection for semi-recursive kernel regression estimators
- On the choice of smoothing parameters for semirecursive nonparametric hazard estimators
- Revisiting R\'ev\'esz's stochastic approximation method for the estimation of a regression function
- Bias reduction in kernel density estimation
- Title not available (Why is that?)
- Large and moderate deviation principles for recursive kernel density estimators defined by stochastic approximation method
- LARGE AND MODERATE DEVIATIONS PRINCIPLES FOR KERNEL ESTIMATION OF A MULTIVARIATE DENSITY AND ITS PARTIAL DERIVATIVES
- Large and moderate deviation principles for averaged stochastic approximation method for the estimation of a regression function
- Title not available (Why is that?)
- Tail density estimation for exploratory data analysis using kernel methods
Cited In (3)
- Automatic bandwidth selection for recursive kernel density estimators with length-biased data
- Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method
- The stochastic approximation method for recursive kernel estimation of the conditional extreme value index
This page was built for publication: Optimal bandwidth selection for recursive Gumbel kernel density estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2178952)