Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms

DOI10.1016/j.jspi.2006.06.041zbMath1118.62040OpenAlexW2054782655MaRDI QIDQ2370459

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)

Related Items (25)

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

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• On the estimation of the marginal density of a moving average process
• Estimating Densities of Functions of Observations
• Rootnconsistent density estimators for sums of independent random variables
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