Analysis 4: Discriminant analysis of seal data

DOI10.2307/3315451zbMATH Open0708.62030OpenAlexW2054649443MaRDI QIDQ3490773FDOQ3490773

Authors: Jean Meloche 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.2307/3315451

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zbMATH Keywords

density estimationweak dependencekernel estimatorsmean integrated squared errorjoint densityMISEdependent observationsstrictly stationary sequence of observations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

Cited In (10)

• Asymptotic expansion for ISE of kernel density estimators under censored dependent model
• Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator
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• Quadratic errors for nonparametric estimates under dependence
• On the integrated mean squared error of wavelet density estimation for linear processes
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• On the asymptotic behaviour of the ISE for automatic kernel distribution estimators
• On bandwidth choice for density estimation with dependent data
• Asymptotic analysis of the jittering kernel density estimator
• Kernel-based nonlinear canonical analysis and time reversibility

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