Consistency of the kernel density estimator: a survey
From MaRDI portal
Publication:434377
DOI10.1007/s00362-010-0338-1zbMath1241.62049OpenAlexW2058203079MaRDI QIDQ434377
Publication date: 10 July 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/39692
rate of convergenceempirical processstrong uniform consistencypointwise consistencyvariable bandwidth
Related Items
The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach ⋮ Consistency of probability measure quantization by means of power repulsion-attraction potentials ⋮ Nearest neighbor hazard estimation with left-truncated duration data ⋮ Density ratio model with data-adaptive basis function ⋮ Rejoinder on: ``Hybrid semiparametric Bayesian networks ⋮ Nonparametric C- and D-vine-based quantile regression ⋮ New classes of density estimates of low bias ⋮ A functional nonlinear mixed effects modeling framework for longitudinal functional responses ⋮ An efficient distribution method for nonlinear two-phase flow in highly heterogeneous multidimensional stochastic porous media ⋮ Pointwise and uniform convergence of kernel density estimators using random bandwidths ⋮ Online estimation of discrete, continuous, and conditional joint densities using classifier chains ⋮ A note on estimating the conditional expectation under censoring and association: strong uniform consistency ⋮ Towards a better understanding of the dual representation of phi divergences ⋮ CLT for integrated square error of density estimators with censoring indicators missing at random ⋮ On estimation of a density function in multiplicative censoring ⋮ Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model ⋮ From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties ⋮ Qualitative robustness of set-valued value-at-risk ⋮ Estimation of functional-coefficient autoregressive models with measurement error ⋮ Semi-parametric inference for the absorption features of a growth-fragmentation model ⋮ Bias Reduction in Sample-Based Optimization ⋮ Asymptotic normality of conditional density estimation with left-truncated and dependent data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- The oscillation behavior of empirical processes: The multivariate case
- Local convergence of empirical measures in the random censorship situation with application to density and rate estimators
- Kernel density and hazard function estimation in the presence of censoring
- The oscillation behavior of empirical processes
- A law of the logarithm for kernel density estimators
- Sharper bounds for Gaussian and empirical processes
- General asymptotic confidence bands based on kernel-type function estimators
- Kernel estimation for characteristics of pure jump processes
- Improved variable window kernel estimates of probability densities
- Uniform in bandwidth consistency of kernel-type function estimators
- Remarks on Some Nonparametric Estimates of a Density Function
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- On optimal data-based bandwidth selection in kernel density estimation
- The impact of different definitions of nearest neighbour distances for censored data on nearest neighbour kernel estimators of the hazard rate
- Cross-validation in density estimation
- Nonparametric estimates of probability densities
- Bootstrap Selection of the Smoothing Parameter in Nonparametric Hazard Rate Estimation
- A general kernel functional estimator with general bandwidth—strong consistency and applications
- On Non-Parametric Estimates of Density Functions and Regression Curves
- On Estimation of a Probability Density Function and Mode