scientific article; zbMATH DE number 3949496
From MaRDI portal
Publication:3719633
zbMATH Open0591.62031MaRDI QIDQ3719633FDOQ3719633
Authors: Charles J. Stone 
Publication date: 1983
Title of this publication is not available (Why is that?)
Recommendations
- Optimal convergence properties of kernel density estimators without differentiability conditions
- scientific article; zbMATH DE number 3986385
- Optimal rates of convergence for nonparametric statistical inverse problems
- scientific article; zbMATH DE number 3965192
- scientific article; zbMATH DE number 4107941
density estimationoptimal convergence ratelinear differential operatordifferentiable density functions
Cited In (42)
- Optimal rates of convergence for nonparametric statistical inverse problems
- Frequency polygons for weakly dependent processes
- A consistent bootstrap test for conditional density functions with time-series data
- Optimal One-Pass Nonparametric Estimation Under Memory Constraint
- Local convergency rate of MSE in density estimation using the second-order modulus of smoothness
- An efficient nonparametric estimator for models with nonlinear dependence
- On local uniformity for estimators and confidence limits
- Optimal convergence rates for Good's nonparametric maximum likelihood density estimator
- Kernel density estimation for dynamical systems
- Rate of convergence of the density estimator on an unknown orientation
- On estimating a density using Hellinger distance and some other strange facts
- Frequency poligons for random fields.
- Nonparametric option pricing under shape restrictions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Root \(n\) estimates of vectors of integrated density partial derivative functionals
- Direct estimation of low-dimensional components in additive models.
- Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
- Multivariate frequency polygon for stationary random fields
- Nonparametric regression with multiple thresholds: estimation and inference
- Density estimation for time series by histograms
- Asymptotic analysis of the jittering kernel density estimator
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Strong uniform consistency of the frequency polygon density estimator for stable non-anticipative stochastic processes
- Rate of pointwise and uniform convergence with probability 1 of nonparametric estimates of a regression function and its derivatives
- Uniform convergence for nonparametric estimators with nonstationary data
- On the estimation of the derivatives of a function with the derivatives of an estimate
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal convergence rates for density estimation from grouped data
- Bootstrapping the shorth for regression
- Data compression and histograms
- A penalty method for nonparametric estimation of the logarithmic derivative of a density function
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- On histograms for linear processes
- On the estimation of smooth densities by strict probability densities at optimal rates in sup-norm
- Title not available (Why is that?)
- Local convergence rate of mean squared error in density estimation
- Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities
- Optimal rate for nonparametric estimation in deterministic dynamical systems
- Super optimal rates for nonparametric density estimation via projection estimators
- Optimal-order uniform and nonuniform bounds on the rate of convergence to normality for maximum likelihood estimators
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3719633)
