Consistency of the kernel density estimator: a survey
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Cites work
- A general kernel functional estimator with general bandwidth—strong consistency and applications
- A law of the logarithm for kernel density estimators
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
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- Cross-validation in density estimation
- General asymptotic confidence bands based on kernel-type function estimators
- scientific article; zbMATH DE number 3563431 (Why is no real title available?)
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- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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- scientific article; zbMATH DE number 3224125 (Why is no real title available?)
- Improved variable window kernel estimates of probability densities
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- Kernel estimation for characteristics of pure jump processes
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- On Non-Parametric Estimates of Density Functions and Regression Curves
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- Remarks on Some Nonparametric Estimates of a Density Function
- Sharper bounds for Gaussian and empirical processes
- The impact of different definitions of nearest neighbour distances for censored data on nearest neighbour kernel estimators of the hazard rate
- The oscillation behavior of empirical processes
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- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Uniform in bandwidth consistency of kernel-type function estimators
Cited in
(34)- Nearest neighbor hazard estimation with left-truncated duration data
- An efficient distribution method for nonlinear two-phase flow in highly heterogeneous multidimensional stochastic porous media
- 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
- On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
- Consistency of the local kernel density estimator
- CLT for integrated square error of density estimators with censoring indicators missing at random
- Estimation of functional-coefficient autoregressive models with measurement error
- Density ratio model with data-adaptive basis function
- Rejoinder on: ``Hybrid semiparametric Bayesian networks
- Kernel density estimates in a non-standard situation
- Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model
- Qualitative robustness of set-valued value-at-risk
- Semi-parametric inference for the absorption features of a growth-fragmentation model
- The minimum S-divergence estimator under continuous models: the Basu-Lindsay approach
- Pointwise and uniform convergence of kernel density estimators using random bandwidths
- On estimation of a density function in multiplicative censoring
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Nonparametric C- and D-vine-based quantile regression
- From empirical observations to tree models for stochastic optimization: convergence properties
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- Consistency of probability measure quantization by means of power repulsion-attraction potentials
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- scientific article; zbMATH DE number 5669699 (Why is no real title available?)
- Consistency of the beta kernel density function estimator
- Bias reduction in sample-based optimization
- New classes of density estimates of low bias
- A functional nonlinear mixed effects modeling framework for longitudinal functional responses
- A survey on Neyman-Pearson classification and suggestions for future research
- Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes
- A powerful nonparametric test of the effect of dementia duration on mortality
- Almost sure asymptotic representation for the conditional copula estimator
- A note on the universal consistency of the kernel distribution function estimator
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