Estimation of a time-dependent density

DOI10.1016/J.JSPI.2016.08.001zbMATH Open1348.62116OpenAlexW2182749962MaRDI QIDQ338410FDOQ338410

Authors: L. Kristl, Ann-Kathrin Bott, Tina Felber, Michael Kohler 

Publication date: 4 November 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.08.001

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zbMATH Keywords

density estimationrate of convergence\(L_1\)-errortime-dependent density

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Weak convergence and empirical processes. With applications to statistics
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• An asymptotically optimal window selection rule for kernel density estimates
• Remarks on Some Nonparametric Estimates of a Density Function
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• On Estimation of a Probability Density Function and Mode
• Introduction to nonparametric estimation
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• On optimal data-based bandwidth selection in kernel density estimation
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• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
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• A distribution-free theory of nonparametric regression
• Combinatorial methods in density estimation
• Large sample optimality of least squares cross-validation in density estimation
• No empirical probability measure can converge in the total variation sense for all distributions

Cited In (7)

• Time-dependent moments of the counts on a BMAP.
• Nonparametric estimation of time-dependent quantiles in a simulation model
• Estimation methods for passage times using one-dependent cycles
• Density estimation with locally identically distributed data and with locally stationary data
• Density estimation for time series by histograms
• Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus
• Title not available (Why is that?)

Uses Software

• KernSmooth

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