Developments in Nonparametric Density Estimation
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Publication:3888345
DOI10.2307/1402941zbMath0444.62047OpenAlexW2319507280MaRDI QIDQ3888345
Steven J. Bean, Chris P. Tsokos
Publication date: 1980
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1402941
Related Items (19)
Bandwidth selection for kernel density estimation: a review of fully automatic selectors ⋮ Probability density estimation from dependent observations using wavelets orthonormal bases ⋮ Reliable estimation via simulation ⋮ Nonparametric reliability modeling for parallel systems ⋮ Kernel estimation for characteristics of pure jump processes ⋮ Smoothing signals for semimartingales ⋮ A second-order Monte Carlo method for the solution of the Ito stochastic differential equation ⋮ Bias reduction of maximum likelihood estimators using kernel estimators ⋮ On the construction of nonparametric density function estimators using the bootstrap ⋮ Universal smoothing factor selection in density estimation: theory and practice. (With discussion) ⋮ Modeling service-time distributions for queueing network simulation ⋮ Optimal kernels when estimating non-smooth densities ⋮ Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model ⋮ Integrated consistency of smoothed probability density estimators for stationary sequences ⋮ Approximation of density functions by orthogonal series with grouped data ⋮ Unnamed Item ⋮ Vitesse de convergence des estimateurs a noyau pour l'intensite d'un processus ponctuel ⋮ Asymptotics for \(L_ p\)-norms of kernel estimators of densities ⋮ The \(L_ 2\)-optimal cell width for the histogram
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