scientific article; zbMATH DE number 3870398
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Publication:3336497
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Cited in
(only showing first 100 items - show all)- Probability density estimation for survival data with censoring indicators missing at random
- Minimum Hellinger distance estimation in a nonparametric mixture model
- Strongly consistent model selection for densities
- Robust estimation of mixture complexity for count data
- Moderate deviations of L₁-error of empirical measures on partitions
- Nonparametric density estimation by exact leave-\(p\)-out cross-validation
- Nonparametric density estimation for multivariate bounded data
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- On the minimization of absolute distance in kernel density estimation
- General software for the analysis of cytofluorimetric data by E-M methods
- Density-free convergence properties of various estimators of entropy
- Estimating a density and its derivatives via the minimum distance method
- On the asymptotic properties of smoothed estimators of the classification error rate
- Central limit theorems for \(L_ p\)-norms of density estimators
- Exponential bounds of mean error for the kernel estimate of regression functions
- Minimizing \(L_ 1\) distance in nonparametric density estimation
- On cutting-plane proofs in combinatorial optimization
- On random variate generation when only moments of Fourier coefficients are known
- Evaluation of kernel density estimation methods for daily precipitation resampling
- Global nonparametric estimation of conditional quantile functions and their derivatives
- Quadratic errors for nonparametric estimates under dependence
- \(L_ 1\)-optimal estimates for a regression type function in \(R^ d\)
- Location-adaptive density estimation and nearest-neighbor distance
- Asymptotic bounds for the expected L^ 1 error of a multivariate kernel density estimator
- Optimal convergence properties of kernel density estimators without differentiability conditions
- Maximum entropy estimation of density and regression functions
- A local cross-validation algorithm for dependent data
- Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
- An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
- Convergence in the Hausdorff metric of estimators of irregular densities, using Fourier-Cesàro approximation
- Predicting observables from a general class of distributions
- On visual distances in density estimation: the Hausdorff choice
- On density estimation from ergodic processes
- Hellinger distance and Kullback-Leibler loss for the kernel density estimator
- Statistical decisions under nonparametric a priori information
- On the non-consistency of an estimate of Chiu
- Properties of nonparametric estimators of autocovariance for stationary random fields
- Kernel estimation of the density of a statistic
- Non-parametric estimation of deterministically chaotic systems
- Identificaction of nonlinear block-oriented systems by the recursive kernel estimate
- Bivariate B-splines for tensor logspline density estimation
- A universally acceptable smoothing factor for kernel density estimates
- Limit of the quadratic risk in density estimation using linear methods
- A comparative study of several smoothing methods in density estimation
- How easy is a given density to estimate?
- Minimum negative exponential disparity estimation in parametric models
- A cross-validation bandwidth choice for kernel density estimates with selection biased data
- On optimal estimators of shift population density functions and conditions of their consistency
- On unbiased density estimation for ergodic diffusion
- Using a stopping rule to determine the size of the training sample in a classification problem
- Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
- The \(L_1\)-norm density estimator process
- On the risk of estimates for block decreasing densities
- Kernel density estimation for spatial processes: The \(L_{1}\) theory
- Asymptotic normality of the \(L_1\) error of the Grenander estimator
- Hierarchical mixtures-of-experts for exponential family regression models: Approximation and maximum likelihood estimation
- Estimation of densities and derivatives of densities with directional data.
- Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data
- Large deviations for the \(L_1\)-distance in kernel density estimation
- Minimum Hellinger distance estimation for supercritical Galton-Watson processes
- Nonparametric estimation of dichotomic regression with biomedical applications
- Exploring efficiency differences over time in the Spanish banking industry
- Averaged singular integral estimation as a bias reduction technique
- On the rate of convergence of error estimates for the partitioning classification rule
- A unified treatment of direct and indirect estimation of a probability density and its derivatives
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors
- Hypothesis testing for high-dimensional multinomials: a selective review
- Uniform in bandwidth consistency of nonparametric regression based on copula representation
- Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
- Nonparametric recursive method for kernel-type function estimators for spatial data
- Estimation of reliability with semi-parametric modeling of degradation
- Predicting membrane protein types by fusing composite protein sequence features into pseudo amino acid composition
- Large and moderate deviations for kernel-type estimators of the mean density of Boolean models
- Statistical tests in the partially linear additive regression models
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
- Nonparametric density estimation for spatial data with wavelets
- On minimax density estimation on \(\mathbb R\)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions
- Large deviations of L₁-error of empirical measures on partitions
- Estimation of heavy-tailed probability density function with applications to Web data
- Continuity inequalities for multidimensional renewal risk models
- Log-density estimation in linear inverse problems
- Deconvolution density estimation on \(\text{SO}(N)\)
- Kernel density estimation under dependence
- Averaging in parabolic systems, subjected to weakly dependent random perturbations. The \(L_ 1\)-approach
- On Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivative
- Consistency of data-driven histogram methods for density estimation and classification
- Density estimation by wavelet thresholding
- Asymptotic behaviour of the predictive density in the exchangeable case
- A universal lower bound for the kernel estimate
- On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
- Maximum likelihood estimation of smooth monotone and unimodal densities.
- Numerical results concerning a sharp adaptive density estimator
- Distribution-free consistency of kernel non-parametric M-estimators.
- Strong approximation of quantile processes by iterated Kiefer processes.
- Prediction of weakly stationary sequences on polynomial hypergroups
- Density estimation for biased data.
- A bound on the \(\mathcal{L}_ 1\)-error of a nonparametric density estimator with censored data
- A minimax optimal estimator for continuous monotone densities
- Estimating the edge of a Poisson process by orthogonal series
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