On Sequential Data-Driven Density Estimation

DOI10.1081/SQA-200039000zbMATH Open1103.62075OpenAlexW2011768958MaRDI QIDQ3155709FDOQ3155709

Authors: Sam Efromovich 

Publication date: 18 January 2005

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-200039000

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Mathematics Subject Classification ID

Density estimation (62G07) Monte Carlo methods (65C05) Sequential estimation (62L12)

Cites Work

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• Nonparametric curve estimation. Methods, theory, and applications
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• Nonparametric goodness-of-fit testing under Gaussian models
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• Density Estimation Under Random Censorship and Order Restrictions
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• A note on a characterization of the exponential distribution based on a type II censored sample
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• Using stopping rules to bound the mean integrated squared error in density estimation
• An overview of sequential nonparametric density estimation
• The convergence rate of fixed width sequential confidence intervals for a probability density function
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• Sequential nonparametric estimation with assigned risk
• Sequential fixed-width confidence intervals for a nonparametric density function

Cited In (8)

• Two-stage nonparametric sequential estimation of the directional density with complete and missing observations
• Title not available (Why is that?)
• On two-stage estimation of the spectral density with assigned risk in presence of missing data
• Learning Theory
• Estimation of the spectral density with assigned risk
• Nonparametric Sequential Bayes Estimation of the Distribution Function
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• Dm-KDE: dynamical kernel density estimation by sequences of KDE estimators with fixed number of components over data streams

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