A note on efficient density estimators of convolutions
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Publication:453030
DOI10.1016/J.JSPI.2012.04.012zbMATH Open1334.62047OpenAlexW2050286844MaRDI QIDQ453030FDOQ453030
Publication date: 18 September 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.04.012
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Cites Work
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- Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
- Information and asymptotic efficiency in parametric-nonparametric models
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- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- Estimating Densities of Functions of Observations
- Rootnconsistent density estimators for sums of independent random variables
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- Estimation of integrated squared density derivatives
- Efficient estimation in a semiparametric additive regression model with autoregressive errors
- On the estimation of the marginal density of a moving average process
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