Fast nonparametric estimation for convolutions of densities
From MaRDI portal
Publication:2870712
DOI10.1002/cjs.11191zbMath1348.62119OpenAlexW2132277317MaRDI QIDQ2870712
Fabien Navarro, Fabienne Comte, Christophe Chesneau
Publication date: 21 January 2014
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11191
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items
Estimation of convolution in the model with noise ⋮ The mean consistency of wavelet estimators for convolutions of the density functions ⋮ Estimation of the Jump Size Density in a Mixed Compound Poisson Process ⋮ Nonparametric density estimation in compound Poisson processes using convolution power estimators
Uses Software
Cites Work
- Unnamed Item
- Convolution power kernels for density estimation
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- On the optimal rates of convergence for nonparametric deconvolution problems
- Donsker-type theorems for nonparametric maximum likelihood estimators
- On convergence and convolutions of random signed measures
- On the distribution of the (un)bounded sum of random variables
- Estimation of sums of random variables: examples and information bounds
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- 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
- Optimal Rates of Convergence for Deconvolving a Density
- Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
- Estimating Densities of Functions of Observations
- On the effect of estimating the error density in nonparametric deconvolution
- Analysis of kernel density estimation of functions of random variables
- Rootnconsistent density estimators for sums of independent random variables
- On a Problem of Adaptive Estimation in Gaussian White Noise
- Optimal bandwidths for kernel density estimators of functions of observations