Estimation of a multivariate density
From MaRDI portal
Publication:2541319
DOI10.1007/BF02869528zbMath0202.49603OpenAlexW2037269865WikidataQ106689221 ScholiaQ106689221MaRDI QIDQ2541319
Publication date: 1966
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02869528
Related Items
On detecting nonlinear patterns in discriminant problems, Incorporating support constraints into nonparametric estimators of densities, Nonparametric estimation of joint discrete-continuous probability densities with applications, On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators, Improved estimator of the continuous-time kernel estimator, Bias reduction by transformed flat-top Fourier series estimator of density on compact support, Monte Carlo response surfaces: A comparative approach, Parametric and kernel density methods in discriminant analysis: Another comparison, On nonparametric kernel estimation of the mode of the regression function in the random design model, A kernel-type estimator for generalized quantiles, Smoothing categorical data, Adaptive nonparametric estimation of a multivariate regression function, On bandwidth selection using minimal spanning tree for kernel density estimation, Unnamed Item, Density estimation on the spaces of symmetric and rectangular matrices, Empirical bayes estimation of variance components in balanced random models, Using pseudometrics in kernel density estimation, Non-parametric identification of a memoryless system with a cascade structure, Nonparametric estimation of survival curve under dependent censorship, Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation, Solvable models of layered neural networks based on their differential structure, Classification approach for reliability-based topology optimization using probabilistic neural networks, Using the gibbs sampler to simulate from the bayes estimate of a decreasing density, Stochastic Methods for Global Optimization, Learning to recognize patterns with a probabilistic teacher, Smoothed kernel estimation of bivariate residual entropy function, Asymptotic properties of kernel estimates of a regression function, Universal Features for High-Dimensional Learning and Inference, The \(L_2\) convergence of stream data mining algorithms based on probabilistic neural networks, Unnamed Item, A smooth empirlcal bayes estimator for the mean of a multivariate normal distribution, Estimation of probabilities of label imperfections and correction of mislabels, On the uniform complete convergence of estimates for multivariate density functions and regression curves, Asymptotic distribution of the quadratic deviation of the regression curve recursive estimator, Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives, Regression neural network for error correction in foreign exchange forecasting and trading., On sequential density estimation, Recursive Nonparametric Estimation of Local First Derivative Under Dependence Conditions, A quadratic classifier for high-dimensional, periodic-measurement pattern-recognition problems, Estimation of Poisson-Dirichlet parameters with monotone missing data, Nonparametric estimation of the CDF of weapon effectiveness on target performance, A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator, Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator, Some Classes of Stochastic Differential Equations as an Alternative Modeling Approach to Biomedical Problems, On local moments, Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models, On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes, Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data, Saddlepoint approximations to p-values for comparison of density estimates, Cluster analysis by adaptive rank-order filters, Optimal smoothing parameters for multivariate fized and adaptive kernel methods, A locally sensitive method for cluster analysis, Gap-Based Estimation: Choosing the Smoothing Parameters for Probabilistic and General Regression Neural Networks, Data‐driven choice of the smoothing parametrization for kernel density estimators, G-PNN: a genetically engineered probabilistic neural network, Density estimates with methods of uniform distribution mod 1, Nonparametric estimation of mixed partial derivatives of a multivariate density, Non-parametric estimation of the conditional mode, Density codes and shape spaces, Estimation of a regression function by the parzen kernel-type density estimators, Improvement of the speech recognition in noisy environments using a nonparametric regression, Additive estimators for probabilities of correct classification, Multivariate k-nearest neighbor density estimates, On the L 1 convergence of kernel estimators of regression functions with applications in discrimination, A review of uncertainty quantification for density estimation, Pointwise improvement of multivariate kernel density estimates., Pattern classes: A technique for recovering their distributions, A stochastic a posteriori updating algorithm for pattern recognition, Gains from joint cross validation bandwidth selection for derivatives of conditional multidimensional densities, Nonparametric estimation in Markov processes, Density estimation on the Stiefel manifold, The rank transformation as a method of discrimination with some examples, Kernel and pseudokernel estimators for the a priori density of a multivariate parameter, Novel nonparametric modeling of seismic attenuation and directivity relationship, Nonparametric discrimination procedures for non-normal distributions, Multivariate density estimation with general flat-top kernels of infinite order, Nonparametric density estimates with improved . performance on given sets of densities, Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data, Estimating modes and isopleths, Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition, Forecasting exchange rates using general regression neural networks, On near neighbour estimates of a multivariate density, \(L_p\)-consistency of multivariate density estimates, Empirical Bays Confidence Bounds for the Weibull Distribution, On a measure of multivariate skewness and a test for multivariate normality, Asymptotic properties of some functions of nonparametric estimates of a density function, An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression, Fitting a multiple regression function, Error analysis for general multtvariate kernel estimators, Goodness of fit tests based on the L2-norm of multivariate probability density functions, Kernel estimators for multivariate regression, An empirical bayes approach to a variables acceptance sampling plan problem, Universally consistent conditional \(U\)-statistic for absolutely regular processes and its applications for hidden Markov models, A bivariate histogram density estimator: Consistency and asymptotic normality, Smooth estimation of multivariate survival and density functions, Testing independence in high dimensions, Metodos empirico Bayes no parametricos aplicados a problemas de seleccion, Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
Cites Work
