Improvement of Kernel Type Density Estimators
From MaRDI portal
Publication:4148663
DOI10.2307/2286810zbMATH Open0369.62039OpenAlexW4235775001MaRDI QIDQ4148663FDOQ4148663
Authors: William R. Schucany, John P. Sommers
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/2286810
Cited In (49)
- Density estimation on manifolds with boundary
- Computationally efficient classes of higher‐order kernel functions
- Reducing the mean squared error in kernel density estimation
- On improving convergence rates for nonnegative kernel failure-rate function estimators
- A note on kernel density estimation at a parametric rate†
- Asymptotic properties of Dirichlet kernel density estimators
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- Optimal Nonparametric Inference with Two-Scale Distributional Nearest Neighbors
- A distribution free test for changes in the trend function of locally stationary processes
- A bias reducing technique in kernel distribution function estimation
- On nonparametric regression with higher-order kernels
- A nonparametric discontinuity test of density using a beta kernel
- Trimmed jackknife kernel estimate for the probability density function
- Smooth estimators of distribution and density functions
- Application of variational analysis and control theory to nonparametric maximum likelihood estimation of a density function
- A doubly robustified estimating function for ARCH time series models
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- A new kernel density estimate
- Limit theorems for stochastic measures of the accuracy of density estimators
- Bias corrections for some asymmetric kernel estimators
- Joint sufficient dimension reduction for estimating continuous treatment effect functions
- Skewing and Generalized Jackknifing in Kernel Density Estimation
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
- Kernel estimation of smooth densities unsing fabian's approach
- Multiplicative bias correction for asymmetric kernel density estimators revisited
- Bias correction and higher order kernel functions
- Nonparametric kernel regression estimation near endpoints.
- Hierarchies of higher order kernels
- Averaged singular integral estimation as a bias reduction technique
- Density estimates of low bias
- Empirical Bayes nonparametric kernel density estimation
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- Limiting bias-reduced Amoroso kernel density estimators for non-negative data
- Robust kernel estimator for densities of unknown smoothness
- On higher order kernels
- Title not available (Why is that?)
- A simple bootstrap method for constructing nonparametric confidence bands for functions
- Comparing time varying regression quantiles under shift invariance
- A bias-reduced approach to density estimation using Bernstein polynomials
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
- Generalised gamma kernel density estimation for nonnegative data and its bias reduction
- Generalized jackknifing and higher order kernels
- Rate acceleration for estimators of integral curves from diffusion tensor imaging (DTI) data
- Two types of nonparametric estimates of the distribution density
- Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval
- BIAS-CORRECTED CONFIDENCE INTERVALS FOR WILDLIFE ABUNDANCE ESTIMATION
- Mass shifting roles of negative kernel mass in density estimation
- What happens when bootstrapping the smoothing spline
- Tuning selection for two-scale kernel density estimators
This page was built for publication: Improvement of Kernel Type Density Estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4148663)