Remarks on Some Nonparametric Estimates of a Density Function

From MaRDI portal
Publication:3234946

DOI10.1214/aoms/1177728190zbMath0073.14602OpenAlexW2014268383WikidataQ56907055 ScholiaQ56907055MaRDI QIDQ3234946

Murray Rosenblatt

Publication date: 1956

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177728190



Related Items

A conversation with Larry Brown, A damage analysis for brittle materials using stochastic micro-structural information, Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators, Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin, An efficient nonparametric estimator for models with nonlinear dependence, Fuzzy Boolean nets -- a nature inspired model for learning and reasoning, A kernel-based calculation of information on a metric space, A computational study of density-dependent individual movement and the formation of population clusters in two-dimensional spatial domains, Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method, On empirical estimation of mode based on weakly dependent samples, Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models, Uniform convergence of estimator for nonparametric regression with dependent data, Smoothing and preservation of irregularities using local linear fitting., On the granularity of summative kernels, Robust nonparametric kernel regression estimator, Spectral properties of unimodular lattice triangulations, Inversion of probabilistic structural models using measured transfer functions, Data-driven chance constrained stochastic program, A quantile-copula approach to conditional density estimation, On the kernel rule for function classification, Dimension reduction estimation for probability density with data missing at random when covariables are present, Estimation of a time-dependent density, Nonparametric estimation of volatility models with serially dependent innovations, Nonparametric functionals of spectral distributions and their applications to time series analy\-sis, Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure, On the use of stochastic approximation in recursive estimation, Wavelet estimations for density derivatives, An updated review of goodness-of-fit tests for regression models, Estimation of a distribution from data with small measurement errors, Probability density estimation with surrogate data and validation sample, Uniform-in-bandwidth functional limit laws, Kernel estimation for time series: an asymptotic theory, Kernel density estimators for random fields satisfying an interlaced mixing condition, On the asymptotic normality of kernel density estimators for causal linear random fields, A nonparametric \(R^2\) test for the presence of relevant variables, Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices, Berry-Esseen bounds for kernel estimates of stationary processes, Nonparametric estimate of spectral density functions of sample covariance matrices: a first step, Filter-type variable selection based on information measures for regression tasks, Statistical analysis of kernel-based least-squares density-ratio estimation, Classification when the covariate vectors have unequal dimensions, Consistency of the kernel density estimator: a survey, Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality, Large-sample study of the kernel density estimators under multiplicative censoring, A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets, Variable bandwidth kernel density estimation for censored data, Wavelet based estimation for the derivative of a density by block thresholding under random censorship, On local slope estimation in partial linear models under Gaussian subordination, Aggregation of spectral density estimators, \(L_1\)-consistent estimation of the density of residuals in random design regression models, Consistency of kernel density estimators for causal processes, Comparative model accuracy of a data-fitted generalized Aw-Rascle-Zhang model, Change detection for uncertain autoregressive dynamic models through nonparametric estimation, Multiscale modeling of failure in composites under model parameter uncertainty, Uniform asymptotic properties of a nonparametric regression estimator of conditional tails, Testing nonlinear Markovian hypotheses in dynamical systems, Reducing bias in nonparametric density estimation via bandwidth dependent kernels: \(L_1\) view, Using empirical data to estimate potential functions in commodity markets: some initial results, Probability density function estimation with the frequency polygon transform, Histogram-kernel error and its application for bin width selection in histograms, Asymptotic normality of wavelet density estimator under censored dependent observations, New approaches to nonparametric density estimation and selection of smoothing parameters, Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data, New multivariate product density estimators, Pair-copula constructions of multiple dependence, A generic approach to nonparametric function estimation with mixed data, Asymptotic analysis of the jittering kernel density estimator, Automatic methods of useful signals extraction from noise background under conditions of nonparametric uncertainty, Statistical techniques for a numerical evaluation of the proximity of \(G/G/1\) and \(G/M/1\) queueing systems, Nonparametric estimation of directional highest density regions, Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach, Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas, Discrete associated kernels method and extensions, Fitting software reliability growth curves using nonparametric regression methods, Exact risk improvement of bandwidth selectors for kernel density estimation with directional data, Local data-driven bandwidth choice for density estimation, Imputation of missing values using density estimation, Kernel adjusted density estimation, Nonparametric density estimation for stratified samples, Statistical models for e-learning data, Density estimation with distribution element trees, A similarity-based approach to prediction, Semiparametric estimation of Markov decision processes with continuous state space, \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models, Editorial to the special issue on applicable semiparametrics of computational statistics, Resilient minimum entropy filter design for non-Gaussian stochastic systems, Projection pursuit multivariate transform, A method for the choice of smoothing parameter, Multivariate data-driven k-NN function estimation, Non-parametric recursive estimates of a probability density function and its derivatives, A classification procedure using the multiple Fourier series, Rate of strong uniform convergence of k-NN density estimates, Fitting a multiple regression function, Robust regression function estimation, Density estimation for samples satisfying a certain absolute regularity condition, Asymptotics for \(L_ p\)-norms of kernel estimators of densities, The influence curve approach in data envelopment analysis, A new smoothness quantification in kernel density estimation, Possibilistic instance-based learning, Threshold selection for extremes under a semiparametric model, Necessary and sufficient conditions for the conditional central limit theorem, A central limit theorem for the \(L_2\) error of positive wavelet density estimator, Probability density estimation from dependent observations using wavelets orthonormal bases, Nonparametric estimation of joint discrete-continuous probability densities with applications, Weighted uniform consistency of kernel density estimators., On the strong uniform consistency of density estimation for strongly dependent sequences, Monte Carlo response surfaces: A comparative approach, Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data, Uniform in bandwidth consistency of nonparametric regression based on copula representation, Adapting the classical kernel density estimator to data, Trimmed jackknife kernel estimate for the probability density function, Nonparametric recursive method for kernel-type function estimators for spatial data, Local likelihood density estimation, A universally acceptable smoothing factor for kernel density estimates, Bootstrap models for interval estimation of longevity characteristics of sequential systems from small samples, Kernel-type density and failure rate estimation for associated sequences, Smoothing categorical data, Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation, Kernel density estimation under weak dependence with sampled data, A comparative study of several smoothing methods in density estimation, Response probability estimation, Consistency of the local kernel density estimator, On discrete Epanechnikov kernel functions, \(\sqrt{n}\)-consistent density estimation in semiparametric regression models, Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data, Nonlinear black-box models in system identification: Mathematical foundations, Density estimation on the spaces of symmetric and rectangular matrices, Multivariate nonparametric resampling scheme for generation of daily weather variables, Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints, A note on the integrated squared error of a kernel density estimator in non-smooth cases, A note on the inverse estimation of band-limited signals, Sequential confidence bands for densities, Using a stopping rule to determine the size of the training sample in a classification problem, Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes, Nonparametric density estimation for nonnegative data, using symmetrical-based inverse and reciprocal inverse Gaussian kernels through dual transformation, On testing density functions, Posterior contraction rates of density derivative estimation, Shape statistics in kernel space for variational image segmentation., Comparative analysis of different approaches to target differentiation and localization with sonar, Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data, Kernel estimation of extreme regression risk measures, Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions, Conditional density estimation using the local Gaussian correlation, Large deviations principle for the delta-sequence method density estimator, A note on residual-based empirical likelihood kernel density estimation, Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses, Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy, Approximation rates of the error distribution of wavelet estimators of a density function under censorship, Application of kernel density estimation in Lamb wave-based damage detection, Data-driven bandwidth selection for recursive kernel density estimators under double truncation, A two-dimensional data-driven model for traffic flow on highways, Generalized smoothed estimating functions for nonlinear time series., On the asymptotic normality of multistage integrated density derivatives kernel estimators., On the Hilbert kernel density estimate, Do Markov-switching models capture nonlinearities in the data? Tests using nonparametric methods., Likelihood-fuzzy analysis: from data, through statistics, to interpretable fuzzy classifiers, Bandwidth selection: Classical or plug-in?, Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables, Conditional kernel density estimation for some incomplete data models, The empirical Christoffel function with applications in data analysis, Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process., Multiplicative bias correction for asymmetric kernel density estimators revisited, On estimation of time dependent spatial signal in Gaussian white noise., Applications of the representative points in statistical simulations, Multiple-view shape extraction from shading as local regression by analytic NN scheme, Asymptotic behavior of the perturbed empirical distribution functions for nonstationary absolutely regular processes, On dynamic weighted extropy, Density estimation of a unimodal continuous distribution in the presence of outliers, An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem, High-dimensional nonparametric density estimation via symmetry and shape constraints, Distances and means of direct similarities, Estimation of an improved surrogate model in uncertainty quantification by neural networks, On a Nadaraya-Watson estimator with two bandwidths, The limiting behavior of a modified maximal symmetric \(2s\)-spacing with applications, Kernel density estimation under dependence, On the strong uniform consistency of a new kernel density estimator, Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data, Kernel density estimation based on the distinct units in sampling with replacement, A universal lower bound for the kernel estimate, Optimal classification scores based on multivariate marker transformations, On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate, Nonparametric recursive regression estimation on Riemannian manifolds, Nonparametric estimation for big-but-biased data, Asymptotic normality of the relative error regression function estimator for censored and time series data, Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data, Optimal convergence rates for Good's nonparametric maximum likelihood density estimator, Inequalities of exponential type for some statistical estimates of the density of a distribution, Multisample tests for scale based on kernel density estimation, On automatic kernel density estimate-based tests for goodness-of-fit, Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes, Estimate of traffic emissions through multiscale second order models with heterogeneous data, Eine Bemerkung zur Existenz erwartungstreuer Schätzer, A nonparametric measure of the overlapping coefficient., Smooth estimation of multivariate survival and density functions, Numerical results concerning a sharp adaptive density estimator, Parallel distributed kernel estimation, Application of Bernstein polynomials for smooth estimation of a distribution and density function, Optimal asymptotic quadratic errors of density estimators on random fields., Central limit theorem for perturbed empirical distribution functions evaluated at a random point, A Berry-Esseen-type bound for recursive estimators of a density and its derivatives, Statistical decisions under nonparametric a priori information, On the non-consistency of an estimate of Chiu, Bayesian and likelihood inference from equally weighted mixtures, Random approximations to some measures of accuracy in nonparametric curve estimation, Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations, The kernel estimate is relatively stable, Estimation of integrated squared density derivatives, On improving convergence rates for nonnegative kernel failure-rate function estimators, Almost sure convergence of recursive density estimators for stationary mixing processes, MISE of kernel estimates of a density and its derivatives, Estimating the direction in which a data set is most interesting, Modified nonparametric kernel estimates of a regression function and their consistencies with rates, Smoothing signals for semimartingales, A test of independence for the coordinates of bivariate censored data, Comments on ``A new theoretical and algorithmical basis for estimation, identification and control by P. Kovanic, Adaptive nonparametric estimation of a multivariate regression function, Central limit theorems for \(L_ p\)-norms of density estimators, On the use of compactly supported density estimates in problems of discrimination, Strong uniform consistency of kernel probability density estimators based on sample moments, Locally adaptive hazard smoothing, On nonparametric regression with higher-order kernels, Non-parametric estimation of conditional quantiles, Regularization in statistics, Fixed width confidence bands for densities under censoring, Pointwise adaptive estimation of a multivariate density under independence hypothesis, Spectral classes of regular, random, and empirical graphs, Optimal bandwidth of the ``Minkowski content-based estimator of the mean density of random closed sets: theoretical results and numerical experiments, On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators, Asymptotic inference for stochastic processes, On the uniform complete convergence of density function estimates, Sampling dynamic networks with application to investigation of HIV epidemic drivers, A conversation with Murray Rosenblatt, Rates of mean square convergence of density and failure rate estimators under twice censoring, Variable bandwidth diffusion kernels, On the uniform consistency of the Bernstein density estimator, Estimating a density on the positive half line by the method of orthogonal series, Central limit theorems under weak dependence, Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications, Nonparametric estimation of Matusita's measure of affinity between absolutely continuous distributions, Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate, Oscillations and moduli of continuity of kernel density estimators under dependence, Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives, Nonparametric estimation of the location and scale parameters based on density estimation, Kernel estimates as a basis for general particle methods in hydrodynamics, Kernel density estimation on random fields, Large errors for statistical estimates of density distributions, A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\), Optimal parameter choice for error minimization in bivariate histograms, Lower bounds for bandwidth selection in density estimation, Time-dependent coefficients in a Cox-type regression model, Analytical plug-in method for kernel density estimator applied to genetic neutrality study, Bootstrap optimal bandwidth selection for kernel density estimates, A remainder estimate for the normal approximation of perturbed sample quantiles, Kernel density in the study of the strong stability of the \(M/M/1\) queueing system, Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator, Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach, Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy, Non-parametric \(k\)-sample tests: density functions vs distribution functions, Bayesian classifiers based on kernel density estimation: flexible classifiers, Differences and derivatives in kernel estimation, Asymptotic normality of two symmetry test statistics based on the \(L_1\)-error, Identification of Bayesian posteriors for coefficients of chaos expansions, Maximum entropy estimation of density and regression functions, Sequential interval histogram analysis of non-stationary neuronal spike trains, Consistency of a certain class of empirical density functions, On pointwise nonparametric estimation of a density function, Zur Schätzung eines Dichtefunktionals, Über die Konsistenz einer Schätzung mehrdimensionaler Dichten auf der Basis trigonometrischer Reihen, A note on the universal consistency of the kernel distribution function estimator, Nonparametric estimation of mixed partial derivatives of a multivariate density, Probabilistic equivalence and stochastic model reduction in multiscale analysis, On-line tracking of a smooth regression function, Animal navigation: General properties of directed walks, Additive estimators for probabilities of correct classification, Probability density estimation for survival data with censoring indicators missing at random, Multivariate k-nearest neighbor density estimates, On a parametric family of sequential estimators of the density for a strong mixing process, On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives, Estimation of prior distribution and empirical Bayes estimation in a nonexponential family, The stochastic approximation method for the estimation of a multivariate probability density, Bias annihilating bandwidths for kernel density estimation at a point, Density estimation on the Stiefel manifold, On kernel estimation of a multivariate distribution function, Tracking of signals and its derivatives in Gaussian white noise, Asymptotic normality for density kernel estimators in discrete and continuous time, A semi-Bayesian method for nonparametric density estimation., A cross-validation method for data with ties in kernel density estimation, Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators, Functional estimation for time series: Uniform convergence properties, \(L_p\)-consistency of multivariate density estimates, Asymptotic normality of some kernel-type estimators of probability density, Large deviation principle in nonparametric estimation of marked point processes, A note on the estimation of the integral of \(f^ 2(x)\), Laws of large numbers for classes of functions, Asymptotically optimal choice of the smoothing parameter in a nonparametric kernel estimator for a probability density, Asymptotic distributions of estimators of the derivative of a density and the score function, The empirical Bayes rules with floating optimal sample size for exponential conditional distributions, Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous, Uncertainty quantification for functional dependent random variables, Strong approximations for weighted bootstrap of empirical and quantile processes with applications, Smoothing survival densities in practice, Estimation of distributions via multilevel Monte Carlo with stratified sampling, Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles, New type of gamma kernel density estimator, Consistent second-order discrete kernel smoothing using dispersed Conway-Maxwell-Poisson kernels, Linear and nonlinear causality between signals: methods, examples and neurophysiological applications, Target differentiation with simple infrared sensors using statistical pattern recognition techniques, Estimation of the global mode of a density: minimaxity, adaptation, and computational complexity, Contrasting stochasticity with chaos in a permutation Lempel-Ziv complexity -- Shannon entropy plane, Multiplicative bias correction for generalized Birnbaum-Saunders kernel density estimators and application to nonnegative heavy tailed data, Density ratio model with data-adaptive basis function, Adaptive density trajectory cluster based on time and space distance, On the estimation of the mean density of random closed sets, Integration of prior knowledge of measurement noise in kernel density classification, Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator, Nonparametric estimation of a conditional density, Strong uniform consistency of the frequency polygon density estimator for stable non-anticipative stochastic processes, On the le Cam distance between Poisson and Gaussian experiments and the asymptotic properties of Szasz estimators, Bandwidth selection in kernel density estimation for interval-grouped data, Error bounds for kernel density estimator of spectral distribution for Gaussian unitary ensembles, Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices, Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels, Pointwise adaptive estimation of the marginal density of a weakly dependent process, Optimal bandwidth selection for recursive Gumbel kernel density estimators, Nonparametric recursive method for moment generating function kernel-type estimators, Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality, Bayesian inference of thermodynamic models from vapor flow experiments, Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion, Axiomatization of an exponential similarity function, Using virtual sample generation to build up management knowledge in the early manufacturing stages, On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests, Kernel-based nonlinear canonical analysis and time reversibility, Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours, Pointwise and uniform convergence of kernel density estimators using random bandwidths, Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators, Estimating the mixing proportion in a semiparametric mixture model, Online estimation of integrated squared density derivatives, Data-driven polynomial chaos expansion for machine learning regression, Modelling diameter distributions of two-cohort forest stands with various proportions of dominant species: a two-component mixture model approach, Bayesian expectation maximization algorithm by using B-splines functions: application in image segmentation, Animal navigation: the difficulty of moving in a straight line, On a class of recursive estimators for spatially dependent observations, Explaining predictive models using Shapley values and non-parametric vine copulas, Explaining individual predictions when features are dependent: more accurate approximations to Shapley values, Kernel selection in nonparametric regression, A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology, A note on the performance of bootstrap kernel density estimation with small re-sample sizes, Nonparametric density estimation for nonmixing approximable stochastic processes, Probability density estimation with data missing at random when covariables are present, Some improvements on a boundary corrected kernel density estimator, Kernel density estimation on Riemannian manifolds, \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis, On clustering procedures and nonparametric mixture estimation, Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method, Estimating a density under pointwise constraints on the derivatives, Kernel estimation of density level sets, A data-based algorithm for choosing the window width when estimating the density at a point, Strong uniform consistency of kernel density estimators under a censored dependent model, Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions, A locally adaptive transformation method of boundary correction in kernel density estimation, Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics, Recursive estimators of integrated squared density derivatives, Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates, On estimation of a density function in multiplicative censoring, Adaptive density estimation on bounded domains, On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data, Bandwidth selection for the Wolverton-Wagner estimator, A stochastic a posteriori updating algorithm for pattern recognition, Estimating quantiles in imperfect simulation models using conditional density estimation, New kernel estimators of the hazard ratio and their asymptotic properties, Qualitative robustness of set-valued value-at-risk, Nonparametric estimation in Markov processes, Estimation of a multivariate density, A screening-based gradient-enhanced Kriging modeling method for high-dimensional problems, Kernel density estimation from complex surveys in the presence of complete auxiliary information, Estimation of the mode, Robust comparison of kernel densities on spherical domains, Asymptotic properties of parallel Bayesian kernel density estimators, On empirical density function, A Bayesian approach to bandwidth selection in univariate associate kernel estimation, Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data, Fehlerabschätzung für eine Klase von nichtparametrischen Schätzfolgen, A new type of Bayesian nonparametric control charts for individual measurements, Semiparametric regression control charts, Improved density and distribution function estimation, Optimal \(L_{1}\) bandwidth selection for variable kernel density estimates, Interest of boundary kernel density techniques in evaluating an approximation error of queueing systems characteristics, Computational efficiency of bagging bootstrap bandwidth selection for density estimation with big data, A review of goodness-of-fit tests for models involving functional data, Rate of strong consistency for nonparametric estimators based on twice censored data, Asymptotically tight conic approximations for chance-constrained AC optimal power flow, Nonparametric estimation of conditional marginal excess moments, Bias corrections for some asymmetric kernel estimators, An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model, Exact solutions in log-concave maximum likelihood estimation, Pricing with finite dimensional dependence, On kernel estimators of density for reversible Markov chains, Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process, Estimation of a density function at a point, A Semiparametric Kernel Independence Test With Application to Mutational Signatures, Stationary Density Estimation of Itô Diffusions Using Deep Learning, A general kernel functional estimator with general bandwidth—strong consistency and applications, Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators, A Fast Non-Parametric Density Estimation Algorithm, A note on kernel density estimation at a parametric rate†, An Efficient Algorithm for the Least-Squares Cross-Validation with Symmetric and Polynomial Kernels, Convergence rate of the normal approximation for sequential estimators of a probability density and its derivatives, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, Nonparametric inference for interval data using kernel methods, Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions, Translocation Detection from Hi-C Data via Scan Statistics, Minimum energy representative points, Feature selection via max-independent ratio and min-redundant ratio based on adaptive weighted kernel density estimation, Asymptotic theory of density estimation, Generalized least squares cross‐validation in kernel density estimation, Nonparametric log kernel estimator of extropy function, On semiparametric inference for periodically modulated density functions, Robust aggregation of compositional and interval-valued data: the mode on the unit simplex, Fuzzy importance sampling method for estimating failure possibility, Multivariate locally adaptive kernel density estimation, Adaptive Estimation of a Conditional Density, Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades, Predictive Inference Based on Markov Chain Monte Carlo Output, Simultaneous confidence intervals for contrasts of quantiles, Test of dominance relations based on kernel smoothing method, About the use of the overlap coefficient in the binary classification context, Asymptotic normality of the regression mode in the nonparametric random design model for censored data, Double smoothing local linear estimation in nonlinear time series, Uncertainty-Aware Parzen-Rosenblatt Classifier for Multiattribute Data, Density estimation for Markov chains, Choice of degree of Bernstein polynomial model, Universal Features for High-Dimensional Learning and Inference, On the effect of density shape on the performance of its kernel estimate, Nonparametric probability density estimation, Robust Inference of Manifold Density and Geometry by Doubly Stochastic Scaling, Density approximation for moving groups, Semi-parametric approach for approximating the ruin probability of classical risk models with large claims, Boundary-adaptive kernel density estimation: the case of (near) uniform density, A law of the iterated logarithm for the empirical process based upon twice censored data, Spline local basis methods for nonparametric density estimation, Space mapping-based optimization with the macroscopic limit of interacting particle systems, A nonparametric discontinuity test of density using a beta kernel, Uniform confidence bands for hazard functions from censored prevalent cohort survival data, Asymptotic spectral theory for spatial data, Application of Bernstein polynomials on estimating a distribution and density function in a triangular array, General tests of conditional independence based on empirical processes indexed by functions, Shape Constrained Kernel PDF and PMF Estimation, Kernel density estimation for undirected dyadic data, On estimating the marginal distribution of a detrended series with long memory, Rates of convergence for an estimator of a density function based on jacobi polynomials, On testimation of a probability density: the normal case, Generalised gamma kernel density estimation for nonnegative data and its bias reduction, Unnamed Item, On Firing Rate Estimation for Dependent Interspike Intervals, Optimal rates for local bandwidth selection, Nonlinear system theory: Another look at dependence, The predictability of stock returns – a nonparametric approach, New estimators of spectral distributions of Wigner matrices, Presmoothed estimation of the density function with truncated and censored data, Asymptotic of theLr-norm of density estimators in the autoregressive time series, Rank transformations in Kernel density estimation, Multivariate Density Estimation by Bayesian Sequential Partitioning, Randomized unbiased nonparametric estimates of nonestimable functionals, An overview of sequential nonparametric density estimation, A Note on the Estimation of the Hölder Constant, Non- and semiparametric statistics: compared and contrasted, On improving convergence rate of Bernstein polynomial density estimator, Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint, Asymptotic results in gamma kernel regression, Kernel density estimation for linear processes, Minimum divergence estimators for the Radon–Nikodym derivatives of the semi-Markov kernel, Adaptive smoothing methods for frequency-function estimation, Bernstein estimator for unbounded density function, Emulators for stochastic simulation codes, Kernel density estimation for linear processes, Rao's score test with nonparametric density estimators, Robust kernel estimator for densities of unknown smoothness, Local power properties of kernel based goodness of fit tests, On the Finite Sample Behavior of Fixed Bandwidth Bickel–Rosenblatt Test for Univariate and Multivariate Uniformity, Unnamed Item, Integration by Parts for Point Processes and Monte Carlo Estimation, On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth, Some approximations toLp-statistics of kernel density estimators, Kernel density estimation: The general case, dotsViolin, On the asymptotic properties of a simple estimate of the Mode, Simple estimation of the mode of a multivariate density, Consistency of the beta kernel density function estimator, On the asymptotic behaviour of the ISE for automatic kernel distribution estimators, Asymptotic unbiased density estimators, Goodness-of-fit test based on empirical characterisitc function, Information measures of kernel estimation, A joint test for parametric specification and independence in nonlinear regression models, Equal-bin-width histogram versus equal-bin-count histogram, Parameter Rating by Diffusion Gradient, Comparison of Bayesian nonparametric density estimation methods, Weighted bootstrapped kernel density estimators in two-sample problems, A study on weighted dynamic survival and failure extropies, Data-Based Resolution Selection in Positive Wavelet Density Estimation, Some Asymptotic Results of Kernel Density Estimators Under Random Left-Truncation and Dependent Data, On bandwidth selection in kernel density estimation, Smooth and Semismooth Newton Methods for Constrained Approximation and Estimation, Improved estimator of the continuous-time kernel estimator, Estimation of a density in a simulation model, Optimal shapes for kernel density estimation, k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA, Unnamed Item, Transformations to symmetry based on the probability weighted characteristic function, L'effet de l'erreur d'arrondi sur l'estimateur d'une densité par la méthode du noyau, Adaptive Fourier tester for statistical estimation, Studentized estimation of a certain functional of a probability density function, Some improvements on empirical bayes testing in lebesgue-exponential families, A comparioson of nonparametric unweighited and length-biased density estimation of fibres, Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions, Using pseudometrics in kernel density estimation, On the weak convergence of kernel density estimators inLpspaces, Non-parametric identification of a memoryless system with a cascade structure, An Efficient Algorithm for the Least-Squares Cross-Validation with Symmetric and Polynomial Kernels, Unnamed Item, Strong consistency of regression function estimator with martingale difference errors, On the rates of asymptotic normality for Bernstein density estimators in a triangular array, Nonparametric Uncertainty Quantification for Stochastic Gradient Flows, PCA-kernel estimation, Optimal kernels when estimating non-smooth densities, Bootstrapping density estimates, Additive Regression Model for Continuous Time Processes, Asymptotic-based bandwidth selection for the presmoothed density estimator with censored data, Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results, Relative efficiency of local bandwidths in kernel density estimation, Application of Variational Analysis and Control Theory to Nonparametric Maximum Likelihood Estimation of a Density Function, A Variational Image Segmentation Model Based on Normalized Cut with Adaptive Similarity and Spatial Regularization, Relative efficiency and deficiency of kernel type estimators of smooth distribution functions, Blind nonparametric regression, Nonparametric spatial prediction under stochastic sampling design, Smooth density estimation with moment constraints using mixture distributions, Fourier series-based direct plug-in bandwidth selectors for kernel density estimation, Estimation suroptimale de la densité par projection, Nonparametric synthetic data regression estimation for censored survival data, Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models, Empirical Bayes approach to statistical estimation in the Paretian law, NONPARAMETRIC ESTIMATORS FOR TIME SERIES, Kernel density estimation revisited, Kernel-based density estimation using censored, truncated or grouped data, Nonparametric density estimation from censored data, Optimal smoothing parameters for multivariate fized and adaptive kernel methods, Strong uniform consistency of integrals of density estimators, Estimation of probability densities by empirical density functions†, Impact of Nonparametric Density Estimation on the Approximation of the G∕G∕1 Queue by the M∕G∕1 One, Optimal Cumulative Sum Charting Procedures Based on Kernel Densities, A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support, Image Segmentation with Shape Priors: Explicit Versus Implicit Representations, Strongly consistent estimators of k-th order regression curves and rates of convergence, Funcionales de mínima g-divergencia y sus estimadores asociados (I), On Wavelet Estimation of the Derivatives of a Density Based on Biased Data, On a Gaussian process related to multivariate probability density estimation, A new nonparametric procedure designed for simulation studies, Diversity sensitivity and multimodal Bayesian statistical analysis by relative entropy, An Evolutionary Sequential Sampling Algorithm for Multi-Objective Optimization, The $f$-Sensitivity Index, Bayes Hilbert Spaces, Symmetric maximum kernel likelihood estimation, Fixed design regression for negatively associated random fields, Unnamed Item, On the L 1 convergence of kernel estimators of regression functions with applications in discrimination, Bias reductions for beta kernel estimation, Nonparametric kernel density estimation for general grouped data, Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance, UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA, Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence, Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications, Unnamed Item, A simulative comparison of linear, quadratic and kernel discrimination, Adaptive Information-Theoretical Feature Selection for Pattern Classification, Asymptotic normality of kernel estimators based upon incomplete data, Weighted log-normal kernel density estimation, Gamma Kernel Intensity Estimation in Temporal Point Processes, On integral functionals of a density, The asymptotic distributions of kernel estimators of the mode, A Note on Nonparametric Estimation of the CTE, Assessing additivity in nonparametric models -A kernel-based method, Nonparametric density estimates with improved . performance on given sets of densities, Estimating modes and isopleths, Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods, Asymptotic theory of Grenander's mode estimator, Dynamical Analysis of Time Series by Statistical Tests, The estimation of parameters from bulked samples, Bayesian shape-constrained density estimation, The choice of a kernel function in the graduation of counting process intensities, Some finite-sample-size properties of rosenblatt density estimates, Length biased density estimation of fibres, Error analysis for general multtvariate kernel estimators, Estimation of a symmetric density function, A comparative study of some kernel-based nonparametric density estimators, Non-intrusive Uncertainty Propagation with Error Bounds for Conservation Laws Containing Discontinuities, A note on recursive smoothers for semimartingales, L2Version Of The Double Kernel Method, Sequential and recursive estimators of the probability density, Weak and strong uniform consistency of kernel regression estimates, Limiting bias-reduced Amoroso kernel density estimators for non-negative data, The power-law distribution of agricultural land size, Analysis of batched service time data using Gaussian and semi-parametric kernel models, Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach, ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT), The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications, The stochastic convergence of Bernstein polynomial estimators in a triangular array, Nonparametric estimation of the conditional survival function with double smoothing, Strong consistency of the local linear relative regression estimator for censored data, Bayesian selector of adaptive bandwidth for gamma kernel density estimator on [0,∞): simulations and applications, Unnamed Item, Testing symmetry in nonparametric regression models, Nonparametric estimation of density, regression and dependence coefficients, Unnamed Item, Bernstein polynomial probability density estimation, On nonparametric density estimation for multivariate linear long-memory processes, Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method, Test for high dimensional regression coefficients of partially linear models, Central limit theorems of range-based estimators for diffusion models, Unnamed Item, Unnamed Item, Optimal bandwidth selection for a kernel density with a location-scale property, Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection, Semiparametric Bayesian networks for continuous data, Data sharpening method in regression confidence band, A multivariate non-parametric kernel estimator for global sensitivity analysis, Nonparametric density estimation based on beta prime kernel, Adaptive manifold density estimation, A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates, Empirical bayes rules for selecting the best exponential population with location parameter, Bayesian computation for Log-Gaussian Cox processes: a comparative analysis of methods, Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation, Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation, On density and regression estimation with incomplete data, A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data, Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression, A new Fourier transform algorithm for value-at-risk, Moderate deviation and large deviation for Wegman-Davies recursive density estimator, Adaptive normal reference bandwidth based on quantile for kernel density estimation, Robust mixture model cluster analysis using adaptive kernels, Household budget-share distributions and welfare implications: an application of multivariate distributional statistics, A point process model for generating biofilms with realistic microstructure and rheology, Monitoring foreclosure rates with a spatially risk-adjusted Bernoulli CUSUM chart for concurrent observations, A parameter estimation method using linear response statistics: Numerical scheme, Density estimation via the random forest method, Unnamed Item, Unnamed Item, A Family of Nonparametric Density Estimation Algorithms, Multivariate generalized Birnbaum—Saunders kernel density estimators, Bias reduction in kernel density estimation, An Asymmetric Kernel Estimator of Density Function for Stationary Associated Sequences, Unnamed Item, ON REALIZING THE SHORTEST TIME STRATEGY IN A CA FF PEDESTRIAN DYNAMICS MODEL, NONLINEAR FILTERING OF SMOOTH SIGNALS, Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”, The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions, Sequential Convex Programming for Computing Information-Theoretic Minimal Partitions: Nonconvex Nonsmooth Optimization, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, IMPROVED ESTIMATORS OF BREGMAN DIVERGENCE FOR MODEL SELECTION IN SMALL SAMPLES, DENSITY ESTIMATION USING POLYNOMIAL FOR COMPLETE AND RIGHT CENSORED SAMPLES, Test and asymptotic normality for mixed bivariate measure, Kernel estimators for probability densities with discontinuities, NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY, Nonparametric direct density ratio estimation using beta kernel, Local convergency rate of MSE in density estimation using the second-order modulus of smoothness, A weighted least-squares cross-validation bandwidth selector for kernel density estimation, On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes, Unnamed Item, Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval, Consistent deconvolution in density estimation, Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data, Unnamed Item, Kernel methods for the estimation of discrete distributions, Asymptotic properties of random Voronoi cells with arbitrary underlying density, Computing Spectral Measures of Self-Adjoint Operators, Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density, Unnamed Item, Adaptive density estimation based on real and artificial data, Recursive asymmetric kernel density estimation for nonnegative data, On the rate of convergence of an estimate of a functional of a probability density