Uniform in Bandwidth Estimation of Integral Functionals of the Density Function
From MaRDI portal
Publication:3552946
DOI10.1111/j.1467-9469.2008.00600.xzbMath1194.62029OpenAlexW2113152509MaRDI QIDQ3552946
David M. Mason, Evarist Giné M.
Publication date: 22 April 2010
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2008.00600.x
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
Related Items
A Numerical Study of the Power Function of a New Symmetry Test, On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables, Exact and asymptotically optimal bandwidths for kernel estimation of density functionals, Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy, An omnibus test of goodness-of-fit for conditional distributions with applications to regression models, Online estimation of integrated squared density derivatives, Measuring asymmetry and testing symmetry, Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy, Limit theorems for empirical processes of cluster functionals, A note on the universal consistency of the kernel distribution function estimator, Recursive estimators of integrated squared density derivatives, A measure of asymmetry, A measure of asymmetry based on a new necessary and sufficient condition for symmetry, Some uniform consistency results in the partially linear additive model components estimation, Root \(n\) estimates of vectors of integrated density partial derivative functionals, Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation, A strong consistency of a nonparametric estimate of entropy under random censorship, On integral functionals of a density, Nonparametric confidence intervals for the integral of a function of an unknown density, Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence, Efficient estimation of sensitivity indices
Cites Work
- Unnamed Item
- Unnamed Item
- U-processes: Rates of convergence
- Estimation of integrated squared density derivatives
- Estimation of density functionals
- Estimation of integral functionals of a density and its derivatives
- Nonparametric estimators which can be ``plugged-in.
- Estimation of integral functionals of a density
- Weak convergence and empirical processes. With applications to statistics
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- On estimation of a class of efficacy-related parameters
- Adaptive estimation of a quadratic functional of a density by model selection
- Best asymptotic normality of the kernel density entropy estimator for smooth densities
- Convergence of stochastic processes
