Analysis of kernel density estimation of functions of random variables

DOI10.1080/10485250310001605441zbMATH Open1054.62030OpenAlexW2039020723MaRDI QIDQ4470133FDOQ4470133

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

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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)

Cites Work

• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• A Class of Statistics with Asymptotically Normal Distribution
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• A Brief Survey of Bandwidth Selection for Density Estimation
• Title not available (Why is that?)
• Iterated Transformation-Kernel Density Estimation
• Conditional \(U\)-statistics
• Universally consistent conditional \(U\)-statistics
• Testing normality using kernel methods
• Optimal bandwidths for kernel density estimators of functions of observations
• Root-nconvergent transformation-kernel density estimation

Cited In (8)

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

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