Risk bounds for kernel density estimators
From MaRDI portal
Publication:2452909
Recommendations
Cites work
- scientific article; zbMATH DE number 3870398 (Why is no real title available?)
- scientific article; zbMATH DE number 3875591 (Why is no real title available?)
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3780407 (Why is no real title available?)
- scientific article; zbMATH DE number 4001210 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- A note on the usefulness of superkernels in density estimation
- Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
- Estimation des densit�s: risque minimax
- Exact asymptotic minimax constants for the estimation of analytical functions in \(L_p\)
- Isoperimetry and integrability of the sum of independent Banach-space valued random variables
- On arbitrarily slow rates of global convergence in density estimation
- On density estimation in the view of Kolmogorov's ideas in approximation theory
- Optimal rates and constants in \(L_ 2\)-minimax estimation of probability density functions
- Speeds of convergence for the multidimensional central limit theorem
- The \(L_1\)-norm density estimator process
Cited in
(4)
This page was built for publication: Risk bounds for kernel density estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2452909)