Asymptotic normality of an adaptive kernel density estimator for finite mixture models

DOI10.1016/J.SPL.2005.07.017MaRDI QIDQ2489839zbMATH OpenOpenAlexFDO

Authors Rohana J. Karunamuni, T. N. Sriram, Jingjing Wu

Publication date 28 April 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.07.017

zbMATH Keywords

Adaptive kernel density estimatorAsymptotic normalityMinimum Hellinger distance estimation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 837911 (Why is no real title available?)
• Minimum Hellinger distance estimates for parametric models
• Minimum Hellinger Distance Estimation for Finite Mixture Models
• Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• Minimum Hellinger distance estimation of mixture proportions
• Minimum Hellinger distance estimation of parameter in the random censorship model
• Minimum Hellinger-type distance estimation for censored data
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Rates of convergence of an adaptive kernel density estimator for finite mixture models
• Robust Estimation of Mixture Complexity
• Robust Statistics
• Statistical analysis of finite mixture distributions
• Variable kernel density estimation

Cited in

(5)

• One-step minimum Hellinger distance estimation
• Rates of convergence of an adaptive kernel density estimator for finite mixture models
• Asymptotic normality of kernel density estimation for mixing high-frequency data
• Berry-Esseen bounds of asymptotic normality of kernel density estimator for long-span high-frequency data with α -mixing
• Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures

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