Root-n consistent density estimators of convolutions in weighted L₁-norms

DOI10.1016/J.JSPI.2006.06.041MaRDI QIDQ2370459zbMATH OpenOpenAlexFDO

Authors Anton Schick, Wolfgang Wefelmeyer

Publication date 26 June 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.06.041

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Rootnconsistent density estimators for sums of independent random variables
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
• A note on efficient density estimators of convolutions
• Convergence in weighted L₁-norms of convolution estimators for the response density in nonparametric regression
• Tests for normality based on density estimators of convolutions

Cites work

• Estimating Densities of Functions of Observations
• scientific article; zbMATH DE number 3678487 (Why is no real title available?)
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• On the estimation of the marginal density of a moving average process
• Rootnconsistent density estimators for sums of independent random variables
• Weak convergence and empirical processes. With applications to statistics

Cited in

(27)

• On convergence and convolutions of random signed measures
• Online estimation of integrated squared density derivatives
• Recursive estimators of integrated squared density derivatives
• Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
• Uniform convergence of convolution estimators for the response density in nonparametric regression
• Prediction in moving average processes
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• Prediction in invertible linear processes
• Non standard behavior of density estimators for functions of independent observations
• Fast nonparametric estimation for convolutions of densities
• Optimal plug-in estimators for multivariate distributions with conditionally independent components
• Estimation of convolution in the model with noise
• Improved Density Estimators for Invertible Linear Processes
• Estimating the density of a possibly missing response variable in nonlinear regression
• On efficient estimation of densities for sums of squared observations
• A note on efficient density estimators of convolutions
• Uniform central limit theorems for the Grenander estimator
• Convergence in weighted L₁-norms of convolution estimators for the response density in nonparametric regression
• Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators
• Plug-in estimators for higher-order transition densities in autoregression
• Efficient density estimation in an AR(1) model
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
• Tests for normality based on density estimators of convolutions
• Estimation for the convolution of several multidimensional densities
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
• Convergence rates of density estimators for sums of powers of observations
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses

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