Consistency of the beta kernel density function estimator

DOI10.2307/3315905zbMATH Open1039.62030OpenAlexW2020592276MaRDI QIDQ4458921FDOQ4458921

Authors: Taoufik Bouezmarni, Jean-Marie Rolin 

Publication date: 25 March 2004

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315905

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zbMATH Keywords

asymptoticsweak convergencebeta kernel

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Remarks on Some Nonparametric Estimates of a Density Function
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
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Cited In (26)

• Nonparametric specification tests for conditional duration models
• Title not available (Why is that?)
• Asymptotic properties of Dirichlet kernel density estimators
• Boundary-adaptive kernel density estimation: the case of (near) uniform density
• Density estimation for RWRE
• Mutual information as a measure of multivariate association: analytical properties and statistical estimation
• Approximations of copulas via transformed moments
• Hausdorff moment problem: reconstruction of probability density functions
• Asymptotic properties of Bernstein estimators on the simplex
• Large sample results for varying kernel regression estimates
• Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
• Minimax properties of Dirichlet kernel density estimators
• On the decisiveness of a game in a tournament
• Local linear estimation of jump-diffusion models by using asymmetric kernels
• \(L_{1}\)-rate of convergence of smoothed histogram
• Boundary performance of the beta kernel estimators
• Bernstein estimator for unbounded density function
• On recovering the relative distribution. I: The moment-recovered approach
• Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval
• A Euclidean Likelihood Estimator for Bivariate Tail Dependence
• Asymptotic results in gamma kernel regression
• Functional data analysis for density functions by transformation to a Hilbert space
• CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
• Nonparametric density estimation based on the scaled Laplace transform inversion
• Moment density estimation for positive random variables
• Minimax properties of beta kernel estimators

Uses Software

• KernSmooth

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