Kernel estimation of multivariate cumulative distribution function
DOI10.1080/10485250802326391zbMATH Open1154.62028OpenAlexW1995783596WikidataQ61865768 ScholiaQ61865768MaRDI QIDQ3548441FDOQ3548441
Publication date: 12 December 2008
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250802326391
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rate of convergenceBerry-Esseen boundkernelbandwidthsurvival functionunemployment ratemean integrated squared errorGDPstrongly mixinggold price returnsilver price return
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30)
Cites Work
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- Rate of convergence in the central limit theorem for random variables with strong mixing
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Cited In (27)
- The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
- Title not available (Why is that?)
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
- CDF and survival function estimation with infinite-order kernels
- Kernel and pseudokernel estimators for the a priori density of a multivariate parameter
- Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
- Local smoothing for kernel distribution function estimation
- On kernel estimation of a multivariate distribution function
- Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
- On estimating distribution functions using Bernstein polynomials
- Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation
- Unsupervised interaction-preserving discretization of multivariate data
- Kernel based estimation of the distribution function for length biased data
- Mean estimation with data missing at random for functional covariables
- Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function
- Smooth bootstrapping of copula functionals
- Nonparametric Panel Estimation of Labor Supply
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
- Distribution function estimation by constrained polynomial spline regression
- Title not available (Why is that?)
- A nonparametric method for producing isolines of bivariate exceedance probabilities
- A note on estimating cumulative distribution functions by the use of convolution power kernels
- Smooth simultaneous confidence bands for cumulative distribution functions
- Simultaneous confidence bands for the distribution function of a finite population in stratified sampling
- Nonparametric estimation of bivariate cumulative distribution function
- Smooth estimation of error distribution in nonparametric regression under long memory
- Title not available (Why is that?)
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