Non Standard Behavior of Density Estimators for Functions of Independent Observations

DOI10.1080/03610926.2012.762683zbMath1416.62515OpenAlexW2053137425MaRDI QIDQ2862302

Wolfgang Wefelmeyer, Ursula U. Müller, Anton Schick

Publication date: 14 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.762683

zbMATH Keywords

convergence rateautoregressive time seriessemi-Markov processdensity estimatorlocal von Mises statisticlocal U-statistic

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

\(\sqrt{n}\)-consistent density estimation in semiparametric regression models ⋮ Uniform convergence of convolution estimators for the response density in nonparametric regression

Cites Work

• Estimating the density of a possibly missing response variable in nonlinear regression
• On efficient estimation of densities for sums of squared observations
• Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
• Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
• Convergence rates of density estimators for sums of powers of observations
• Donsker-type theorems for nonparametric maximum likelihood estimators
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
• On convergence and convolutions of random signed measures
• Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• On the estimation of the marginal density of a moving average process
• A Convolution Estimator for the Density of Nonlinear Regression Observations
• Improved Density Estimators for Invertible Linear Processes
• Non-standard behavior of density estimators for sums of squared observations
• Rootnconsistent density estimators for sums of independent random variables
• Root n consistent and optimal density estimators for moving average processes

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