Rootnconsistent density estimators for sums of independent random variables
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Publication:4653508
DOI10.1080/10485250410001713990zbMath1062.62065OpenAlexW2171390548MaRDI QIDQ4653508
Anton Schick, Wolfgang Wefelmeyer
Publication date: 7 March 2005
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250410001713990
functional central limit theoremkernel density estimatorplug-in estimatorvon Mises statisticparametric convergence rate
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)
Related Items (34)
Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms ⋮ Estimation of convolution in the model with noise ⋮ A Convolution Estimator for the Density of Nonlinear Regression Observations ⋮ Laws of the iterated logarithm for the local U-statistic process ⋮ On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables ⋮ Optimal convergence rates for density estimation from grouped data ⋮ \(\sqrt{n}\)-consistent density estimation in semiparametric regression models ⋮ Donsker-type theorems for nonparametric maximum likelihood estimators ⋮ Nonparametric Bernstein-von Mises theorems in Gaussian white noise ⋮ Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models ⋮ Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes ⋮ Estimating the density of a possibly missing response variable in nonlinear regression ⋮ Tests for normality based on density estimators of convolutions ⋮ Functional Estimation and Change Detection for Nonstationary Time Series ⋮ Uniform convergence of convolution estimators for the response density in nonparametric regression ⋮ Nonparametric density estimation in compound Poisson processes using convolution power estimators ⋮ On efficient estimation of densities for sums of squared observations ⋮ A note on efficient density estimators of convolutions ⋮ Online estimation of integrated squared density derivatives ⋮ Uniform central limit theorems for the Grenander estimator ⋮ Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes ⋮ Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses ⋮ Recursive estimators of integrated squared density derivatives ⋮ \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models ⋮ Consistent and rate-optimal density estimation from heteroscedastic data groups ⋮ A review of uncertainty quantification for density estimation ⋮ Distribution estimation of a sum random variable from noisy samples ⋮ Convergence rates of density estimators for sums of powers of observations ⋮ On convergence and convolutions of random signed measures ⋮ Improved Density Estimators for Invertible Linear Processes ⋮ Plug-in estimators for higher-order transition densities in autoregression ⋮ Kernel density estimation with Berkson error ⋮ Non Standard Behavior of Density Estimators for Functions of Independent Observations ⋮ Fast nonparametric estimation for convolutions of densities
Cites Work
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- Estimation of integrated squared density derivatives
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- A note on the usefulness of superkernels in density estimation
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- Best asymptotic normality of the kernel density entropy estimator for smooth densities
- Root n consistent and optimal density estimators for moving average processes
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