Kernel density estimation revisited
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Publication:4137928
DOI10.1016/S0362-546X(97)90003-1zbMATH Open0363.62030OpenAlexW2039045807MaRDI QIDQ4137928FDOQ4137928
James R. Thompson, Dawid W. Scott, Richard Tapia
Publication date: 1977
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0362-546x(97)90003-1
Cites Work
- Remarks on Some Nonparametric Estimates of a Density Function
- On Estimation of a Probability Density Function and Mode
- On the Estimation of the Probability Density, I
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- On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
- Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
- Curve Estimates
- Mean square error properties of density estimates
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- A Polynomial Algorithm for Density Estimation
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Cited In (21)
- Estimation of densities and derivatives of densities with directional data.
- Smoothed cross-validation
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
- A comparative study of some kernel-based nonparametric density estimators
- Adapting the classical kernel density estimator to data
- Evaluation of kernel density estimation methods for daily precipitation resampling
- Smoothing level selection for density estimators based on the moments
- A plug-in technique in nonparametric regression with dependence
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Optimal smoothing parameter of fourier series density estimates under an autoregressive dependence model
- A new non parametric estimator for Pdf based on inverse gamma distribution
- Funcionales de mínima g-divergencia y sus estimadores asociados (I)
- Tree based credible set estimation
- Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
- Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
- Central limit theorem for perturbed empirical distribution functions evaluated at a random point
- Seismic Bayesian evidential learning: estimation and uncertainty quantification of sub-resolution reservoir properties
- A nonparametric data based univariate density function estimate
- Consistency of the simple mode of a density for spatial processes
- Relative density estimation and local bandwidth selection for censored data
- Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
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