Density estimation
From MaRDI portal
Publication:2503951
DOI10.1214/088342304000000297zbMath1100.62558OpenAlexW4252979015MaRDI QIDQ2503951
Publication date: 22 September 2006
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/088342304000000297
Related Items
Bandwidth selection for kernel density estimation: a review of fully automatic selectors, Random average shifted histograms, Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method, Solution manifold and its statistical applications, Asymptotic results for multivariate estimators of the mean density of random closed sets, Correntropy as a novel measure for nonlinearity tests, A shift parameter estimation based on smoothed Kolmogorov–Smirnov, On the estimation of the mean density of random closed sets, Two-sided generalized Topp and Leone (TS-GTL) distributions, Smoothed ranks for two or multi-sample location problems, Secondary instabilities in the wake of an elongated two-dimensional body with a blunt trailing edge, Confidence intervals for quantiles from histograms and other grouped data, Smooth estimation of a reliability function in ranked set sampling, Self-exciting point process models for political conflict forecasting, Binary surrogates with stratified samples when weights are unknown, Combining dynamic mode decomposition with ensemble Kalman filtering for tracking and forecasting, On influence of clustering population on accuracy of population total estimation, Concentration inequalities for kernel density estimators under uniform mixing, Bayesian estimation of a bivariate copula using the Jeffreys prior, Spline local basis methods for nonparametric density estimation, Asymptotic normality of Powell's kernel estimator, Large and moderate deviations for kernel-type estimators of the mean density of Boolean models, A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution, Fuzzy density estimation, Metatechnology frontier and convexity: a restatement, Bayesian modelling of health insurance losses, Optimized fixed-size kernel models for large data sets, Density estimation techniques for multiscale coupling of kinetic models of the plasma material interface, Huberian function applied to neurodegenerative disorder gait rhythm, A new algorithm for clustering based on kernel density estimation, Trend and fractality assessment of Mexico's stock exchange, Density estimation via the random forest method, Parameter recovery for the leaky competing accumulator model, Using empirical data to estimate potential functions in commodity markets: some initial results, Graphics processing units in acceleration of bandwidth selection for kernel density estimation, Nonparametric inference via bootstrapping the debiased estimator, Generalized performance measures of \(\overline{X}\) control charts based on different sampling schemes, Enforcing shape constraints on a probability density estimate using an additive adjustment curve, Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation, Unnamed Item, Density estimation using non-parametric and semi-parametric mixtures, Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics, Interval estimation of \(P(X<Y)\) in ranked set sampling, A comprehensive approach to mode clustering, Data Exploration by Representative Region Selection: Axioms and Convergence, Density estimation with distribution element trees, Semiparametric inference for an accelerated failure time model with dependent truncation, Smooth estimation of the area under the ROC curve in multistage ranked set sampling, A spatial randomness test based on the box-counting dimension, Unnamed Item, Nonparametric localized bandwidth selection for Kernel density estimation, Modeling temporal treatment effects with zero inflated semi-parametric regression models: The case of local development policies in France, A Novel Asymmetric Distribution with Power Tails, Bias Reduction in Sample-Based Optimization, Valid Model-Free Prediction of Future Insurance Claims, A general approach to categorizing a continuous scale according to an ordinal outcome, Threshold selection for extremes under a semiparametric model
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The performance of six popular bandwidth selection methods on some real data sets
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Large sample optimality of least squares cross-validation in density estimation
- An asymptotically optimal window selection rule for kernel density estimates
- Estimation of integrated squared density derivatives
- Local likelihood density estimation
- Locally parametric nonparametric density estimation
- Presentation of smoothers: the family approach
- Smoothing methods in statistics
- A Brief Survey of Bandwidth Selection for Density Estimation
- Statistical Analysis of Financial Data in S-Plus
- On nonparametric kernel density estimates
- On optimal and data-based histograms
- Biased and Unbiased Cross-Validation in Density Estimation
- Local Regression and Likelihood
- High Order Data Sharpening for Density Estimation
- Clustering of Translocation Breakpoints
- Relative Efficiencies of Kernel and Local Likelihood Density Estimators
- On Choosing a Delta-Sequence