A comparative study of some kernel-based nonparametric density estimators
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Publication:3680077
DOI10.1080/00949658508810822zbMATH Open0565.62026OpenAlexW2060852468MaRDI QIDQ3680077FDOQ3680077
Publication date: 1985
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658508810822
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Cites Work
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- Multivariate k-nearest neighbor density estimates
- Remarks on Some Nonparametric Estimates of a Density Function
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- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- A Nonparametric Estimate of a Multivariate Density Function
- Consistent cross-validated density estimation
- A Review of Some Non-parametric Methods of Density Estimation
- On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
- Nonparametric estimates of probability densities
- Nonparametric probability density estimation
- Choosing the window width when estimating a density
- On Choosing a Delta-Sequence
- A simulative comparison of linear, quadratic and kernel discrimination
- Density Estimation and Suicide Risks in Psychiatric Treatment
- Some Errors Associated with the Non-parametric Estimation of Density Functions
- On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function
- Kernel density estimation revisited
- Bandwidth selection procedures tor kernel density estimates
Cited In (21)
- A comparative study of several smoothing methods in density estimation
- Optimal bandwidth selection for kernel density functionals estimation
- Random approximations to some measures of accuracy in nonparametric curve estimation
- Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators†
- Density based tests for goodness-of-fit
- Akaike's information criterion and Kullback-Leibler loss for histogram density estimation
- Adapting the classical kernel density estimator to data
- Density estimation
- Optimal smoothing parameters for multivariate fized and adaptive kernel methods
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Comparative Computations of Non-parametric Density Estimation Between Some Kernel Method and the Wavelet Method
- Non-asymptotic bandwidth selection for density estimation of discrete data
- A comparative study of the edge—corrected kernel—based nearest neighbour density estimators for point processes
- An assessment of finite sample performance of adaptive methods in density estimation
- Cross-validated density estimates based on Kullback–Leibler information
- The generalized cross entropy method, with applications to probability density estimation
- On the use of compactly supported density estimates in problems of discrimination
- On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
- Title not available (Why is that?)
- Optimizing time histograms for non-Poissonian spike trains
- Projection pursuit discriminant analysis
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