Nonparametric Estimation of a Density of Unknown Smoothness
From MaRDI portal
Publication:3723492
DOI10.1137/1130067zbMath0593.62034OpenAlexW2107918121MaRDI QIDQ3723492
Publication date: 1986
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1130067
Related Items
On Sequential Data-Driven Density Estimation, Density estimation for biased data., Estimation of the density of regression errors, Exact adaptive pointwise estimation on Sobolev classes of densities, Efficient nonparametric estimation of distribution for current status censoring, Efficient nonparametric estimation of distribution density in the basis of algebraic polynomials, A constrained risk inequality with applications to nonparametric functional estimation, Sharp adaptive estimation by a blockwise method, Adaptive density estimation using the blockwise Stein method, Optimal kernel estimation of densities, Adaptive estimation of error density in nonparametric regression with small sample size, Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure, Sharp minimax distribution estimation for current status censoring with or without missing, Nonparametric regression with the scale depending on auxiliary variable, On shrinking minimax convergence in nonparametric statistics, Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus, Adaptive covariance matrix estimation through block thresholding, Oracle inequality for conditional density estimation and an actuarial example, Theory of adaptive estimation, On nonparametric estimation in nonlinear AR(1)-models, Parametric or nonparametric? A parametricness index for model selection, Adaptive estimation of and oracle inequalities for probability densities and characteristic functions, Oracle inequalities and adaptive estimation in the convolution structure density model, Adaptive orthogonal series density estimation for small samples, Sequential Adaptive Estimators in Nonparametric Autoregressive Models, Conditional density estimation in a regression setting, Optimal nonparametric estimation of the density of regression errors with finite support, Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting, Block thresholding for density estimation: local and global adaptivity, Two-Stage Nonparametric Sequential Estimation of the Directional Density with Complete and Missing Observations, General empirical Bayes wavelet methods and exactly adaptive minimax estimation, BlockShrink Wavelet Density Estimator in ϕ-Mixing Framework, Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation, Block threshold rules for curve estimation using kernel and wavelet methods, Lower bound for estimation of Sobolev densities of order less \(1/2\), A data-driven block thresholding approach to wavelet estimation, On Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivative, On nonparametric regression for iid observations in a general setting, Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich, Multiwavelets: Theory and Bioinformatic Applications, Combining different procedures for adaptive regression, A sharp minimax lower bound for the nonparametric estimation of Sobolev densities of order \(1/2\), Nonparametric bivariate density estimation for censored lifetimes, Block thresholding on the sphere, Locally minimax efficiency of nonparametric estimates of square- integrable densities
