Nonparametric density estimates with improved . performance on given sets of densities

DOI10.1080/02331888908802181zbMATH Open0688.62028OpenAlexW2037629246MaRDI QIDQ4207482FDOQ4207482

Authors Luc Devroye

Publication date 1989

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888908802181

zbMATH Keywords

model selectionrate of convergencerobustnessnormal densityasymptotic optimalitydensity estimatesuniversal consistencykernel estimate

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3407207 (Why is no real title available?)
• A Semiparametric Approach to Density Estimation
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• Estimation of a multivariate density
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Inequalities for the \(p\)-th moment, \(p\), \(0<p<2\), of a sum of independent random variables
• Minimum Hellinger distance estimates for parametric models
• Nonparametric maximum likelihood estimation by the method of sieves
• On Estimation of a Probability Density Function and Mode
• On Unbiased Estimation of Density Functions
• On arbitrarily slow rates of global convergence in density estimation
• On estimating a density using Hellinger distance and some other strange facts
• On the risk of histograms for estimating decreasing densities
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• Remarks on Some Nonparametric Estimates of a Density Function
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• The kernel estimate is relatively stable

Cited in

(3)

• On improving density estimators which are not bona fide functions
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• On quasi-invariant density estimation

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