Estimating Densities of Functions of Observations
From MaRDI portal
Publication:4305723
DOI10.2307/2290854zbMath0798.62051OpenAlexW4255901211MaRDI QIDQ4305723
Publication date: 30 October 1994
Full work available at URL: https://doi.org/10.2307/2290854
rate of convergencespatial statisticscentral limit theoremdensity estimationinterpoint distance\(U\) statisticsclaims models
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items
Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms, Forward and reverse representations for Markov chains, Density estimation for nonlinear parametric models with conditional heteroscedasticity, The mean consistency of wavelet estimators for convolutions of the density functions, A Convolution Estimator for the Density of Nonlinear Regression Observations, Laws of the iterated logarithm for the local U-statistic process, Assessing cross-sectional correlation in panel data, On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables, \(\sqrt{n}\)-consistent density estimation in semiparametric regression models, Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications, Constructions of new classes of one- and two-sample nonparametric location tests, Donsker-type theorems for nonparametric maximum likelihood estimators, Nonparametric Bernstein-von Mises theorems in Gaussian white noise, Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models, Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes, Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution, Estimating the density of a possibly missing response variable in nonlinear regression, Tests for normality based on density estimators of convolutions, Uniform convergence of convolution estimators for the response density in nonparametric regression, On efficient estimation of densities for sums of squared observations, A note on efficient density estimators of convolutions, The Kernel distribution estimator of functions of random variables, A bandwidth selection for kernel density estimation of functions of random variables, Rootnconsistent density estimators for sums of independent random variables, Semiparametric estimation of warranty costs, Optimal bandwidths for kernel density estimators of functions of observations, Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes, Some developments in semiparametric statistics, Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses, Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees, \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models, Distribution estimation of a sum random variable from noisy samples, Convergence rates of density estimators for sums of powers of observations, On convergence and convolutions of random signed measures, Plug-in estimators for higher-order transition densities in autoregression, Kernel density estimation with Berkson error, Stratified incomplete local simplex tests for curvature of nonparametric multiple regression, Fast nonparametric estimation for convolutions of densities, Consistency of Lipschitz Learning with Infinite Unlabeled Data and Finite Labeled Data, Nonparametric tests for detection of high dimensional outliers
