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

Recommendations

• Nonparametric density estimation with a parametric start
• Parameter selection in modified histogram estimates
• A Semiparametric Approach to Density Estimation
• scientific article; zbMATH DE number 878576
• An introduction to nonparametric adaptive estimation

zbMATH Keywords

model selectionrate of convergencerobustnessnormal densityasymptotic optimalitydensity estimatesuniversal consistencykernel estimate

Mathematics Subject Classification ID

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

Cites Work

• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• A Useful Convergence Theorem for Probability Distributions
• On estimating a density using Hellinger distance and some other strange facts
• Title not available (Why is that?)
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Minimum Hellinger distance estimates for parametric models
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• Nonparametric maximum likelihood estimation by the method of sieves
• Estimating a density under order restrictions: Nonasymptotic minimax risk
• Estimation of a multivariate density
• A Semiparametric Approach to Density Estimation
• On the risk of histograms for estimating decreasing densities
• On arbitrarily slow rates of global convergence in density estimation
• Title not available (Why is that?)
• Inequalities for the \(p\)-th moment, \(p\), \(0<p<2\), of a sum of independent random variables
• Distribution-free lower bounds in density estimation
• Efficient robust estimates in parametric models
• The kernel estimate is relatively stable
• On Unbiased Estimation of Density Functions

Cited In (3)

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

This page was built for publication: Nonparametric density estimates with improved . performance on given sets of densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4207482)