Analysis of kernel density estimation of functions of random variables

DOI10.1080/10485250310001605441MaRDI QIDQ4470133zbMATHOpenAlexFDO

Authors I. A. Ahmad, A. R. Mugdadi

Publication date 22 June 2004

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250310001605441

zbMATH Keywords

Asymptotic expansionCentral limit theoremBandwidth selectionDensity estimationFunctions of random variablesKernel contrast

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Recommendations

• A bandwidth selection for kernel density estimation of functions of random variables
• The Kernel distribution estimator of functions of random variables
• Estimating the density of a functional of several random variables
• scientific article; zbMATH DE number 4205630
• Estimation of density functionals

Cites work

• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• A Brief Survey of Bandwidth Selection for Density Estimation
• A Class of Statistics with Asymptotically Normal Distribution
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Conditional \(U\)-statistics
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Iterated Transformation-Kernel Density Estimation
• Optimal bandwidths for kernel density estimators of functions of observations
• Root-nconvergent transformation-kernel density estimation
• Testing normality using kernel methods
• Universally consistent conditional \(U\)-statistics

Cited in

(8)

• Estimation of convolution in the model with noise
• A bandwidth selection for kernel density estimation of functions of random variables
• Estimating the density of a functional of several random variables
• Defining probability density for a distribution of random functions
• The Kernel distribution estimator of functions of random variables
• Fast nonparametric estimation for convolutions of densities
• Kernel estimators of density in spaces of an arbitrary nature.
• Kernel density estimations for maximum of two independent random variables

This page was built for publication: Analysis of kernel density estimation of functions of random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4470133)