Nonparametric estimates of distribution functions
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Publication:3323029
DOI10.1080/03610928308828593zbMath0537.62033OpenAlexW1993443105MaRDI QIDQ3323029
No author found.
Publication date: 1983
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928308828593
asymptotic normalityrates of convergencecentral limit theorembiaskernel density estimatorsuniformmean-square consistencyasymptotic mean-square erroralmost-sure
Related Items (8)
Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval ⋮ Kernel estimation of a smooth distribution function based on censored data ⋮ Unnamed Item ⋮ On large deviations of smoothed Kolmogorov-Smirnov's statistics ⋮ Estimating a mixing distribution in a multiple observation setting ⋮ On the asymptotic behaviour of the ISE for automatic kernel distribution estimators ⋮ Multistage plug—in bandwidth selection for kernel distribution function estimates ⋮ The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
Cites Work
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- On the Glivenko-Cantelli theorem for weighted empiricals based on independent random variables
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Nonparametric Estimation of Derivatives of Average of $\mu $-Densities with Convergence rates and Applications
- Strong uniform consistency of integrals of density estimators
- Convergence rate of perturbed empirical distribution functions
- Some New Estimates for Distribution Functions
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