scientific article; zbMATH DE number 17213
From MaRDI portal
Publication:3973910
zbMATH Open0806.62024MaRDI QIDQ3973910FDOQ3973910
Authors: Antonio Cuevas, Wenceslao González-Manteiga
Publication date: 26 June 1992
Title of this publication is not available (Why is that?)
Recommendations
- The consistency of automatic kernel density estimates
- DATA-BASED CHOICE OF THE SMOOTHING PARAMETER FOR A KERNEL DENSITY ESTIMATOR
- Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation
- A comparative study of several smoothing methods in density estimation
- A method for the choice of smoothing parameter
simulationuniform convergenceweak convergencealmost sure uniform consistencyautomatic choice of bandwidth parametersfixed finite number of inflection pointspiecewise convexitypseudo-likelihood cross-validation smoothing methodsunivariate kernel density estimators
Cited In (11)
- Bump hunting with non-Gaussian kernels
- A comparative study of several smoothing methods in density estimation
- Signs of divided differences yield least squares data fitting with constrained monotonicity or convexity
- Improving bandwidth selection methods by adding quantitative constraints
- Identifiability of nonparametric mixture models and Bayes optimal clustering
- Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data
- Data Smoothing using Non-Negative Divided Differences and l2 Approximation
- On the consistency of kernel density estimates under modality constraints
- Minimum distance density-based estimation
- Some asymptotics for multimodality tests based on kernel density estimates
- A population background for nonparametric density-based clustering
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 Q3973910)