scientific article; zbMATH DE number 4001210

From MaRDI portal

zbMath0617.62043MaRDI QIDQ4727204

Luc P. Devroye

Publication date: 1987


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

The Glivenko-Cantelli theorem based on data with randomly imputed missing values, Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients., Density estimation for biased data., Two-dimensional Bernstein polynomial density estimators, Nonparametric estimation of joint discrete-continuous probability densities with applications, Woodroofe's one-armed bandit problem revisited, On a multivariate copula-based dependence measure and its estimation, Mean rates of convergence of empirical measures in the Wasserstein metric, On radial basis function nets and kernel regression: Statistical consistency, convergence rates, and receptive field size, A bound on the \(\mathcal{L}_ 1\)-error of a nonparametric density estimator with censored data, Uniform in bandwidth consistency of nonparametric regression based on copula representation, Probabilistic models of multidimensional piecewise expanding mappings, Nonparametric recursive method for kernel-type function estimators for spatial data, Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion, A universally acceptable smoothing factor for kernel density estimates, Pointwise universal consistency of nonparametric density estimators, A minimax optimal estimator for continuous monotone densities, Maximum asymmetry of copulas revisited, A comparative study of several smoothing methods in density estimation, Minimum negative exponential disparity estimation in parametric models, A simple recourse model for power dispatch under uncertain demand, Estimation of a time-dependent density, Optimum design of serial measurement trees, Consistency of the local kernel density estimator, Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data, On the use of stochastic approximation in recursive estimation, Invariance properties of some classical tests for exponentiality, Estimation of a distribution from data with small measurement errors, On the approximation of mean densities of random closed sets, Asymptotic minimax rates for abstract linear estimators, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression, Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes, On general consistency in deconvolution mode estimation, On the value of partial information for learning from examples, Bin width selection in multivariate histograms by the combinatorial method, Transport-constrained extensions of collision and track length estimators for solutions of radiative transport problems, On the risk of estimates for block decreasing densities, Nonparametric estimation of multivariate scale mixtures of uniform densities, Enhanced consistency of the resampled convolution particle filter, Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models, Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density, Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy, Nonparametric adaptive control of discounted stochastic systems with compact state space, Some more results on increments of the partially observed empirical process., Wavelet based estimation for the derivative of a density by block thresholding under random censorship, Improving bias in kernel density estimation, \(L_1\)-consistent estimation of the density of residuals in random design regression models, Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions, Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters, Adaptive estimation of and oracle inequalities for probability densities and characteristic functions, Covariance matrix estimation for estimators of mixing weak ARMA models, Estimating the density of unemployment duration based on contaminated samples or small samples, The accuracy and the computational complexity of a multivariate binned kernel density estima\-tor., A study of regularized Gaussian classifier in high-dimension small sample set case based on MDL principle with application to spectrum recognition, A nonparametric approach to analyzing large human populations, \(L_ 1\)-optimal estimates for a regression type function in \(R^ d\), Reducing bias in nonparametric density estimation via bandwidth dependent kernels: \(L_1\) view, A diffusion model of roundtrip time, The iteratively reweighted estimating equation in minimum distance problems, Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator, Functional laws of the iterated logarithm for large increments of empirical and quantile processes, Data compression and histograms, Maximum entropy estimation of density and regression functions, A local cross-validation algorithm for dependent data, Dependence and the dimensionality reduction principle, On minimax density estimation on \(\mathbb R\), On a strong metric on the space of copulas and its induced dependence measure, Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach., Density estimation by the penalized combinatorial method, Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems, Discrete associated kernels method and extensions, A universal procedure for aggregating estimators, Density estimation with heteroscedastic error, On testing for local monotonicity in deconvolution problems, Nonparametric likelihood based estimation for a multivariate Lipschitz density, Adaptive estimation in symmetric location model under log-concavity constraint, Nonparametric model for a tensor field based on high angular resolution diffusion imaging (HARDI), Consistent and rate-optimal density estimation from heteroscedastic data groups, The silhouette, concentration functions and ML-density estimation under order restrictions., Bayes factor estimation for nonlinear dynamic state space models, Checking for model failure and for prior-data conflict with the constrained multinomial model, Worst-case estimation for econometric models with unobservable components, Asymptotic behaviour of the predictive density in the exchangeable case, A universal lower bound for the kernel estimate, On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate, Asymptotic normality of the \(L_1\) error of the Grenander estimator, Estimation of densities and derivatives of densities with directional data., Multivariate density estimation with general flat-top kernels of infinite order, A semi-Bayesian method for nonparametric density estimation., Information-theoretic determination of minimax rates of convergence, Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes, On smooth estimation of mean residual life, Maximum likelihood estimation of smooth monotone and unimodal densities., Large deviations for the \(L_1\)-distance in kernel density estimation, Inequalities and bounds for kernel length-biased density estimation, On the recovery of joint distributions from limited information, Wavelet threshold estimation of a regression function with random design, The complementary beta distribution, Optimal asymptotic quadratic errors of density estimators on random fields., Recursive Monte Carlo filters: algorithms and theoretical analysis, Asymptotic confidence intervals for Poisson regression, Bias reduction by transformed flat-top Fourier series estimator of density on compact support, Density estimation and adaptive control of Markov processes: Average and discounted criteria, Uniform \(L_1\)-distance large deviations in nonparametric density estimation, On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables, Analysis of Shannon-Fisher information plane in time series based on information entropy, Nonparametric estimation of a conditional density, Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method, Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications, A lower bound on the release of differentially private integer partitions, Nonparametric recursive method for moment generating function kernel-type estimators, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, Multivariate wavelet estimators for weakly dependent processes: strong consistency rate, Adaptive Estimation of a Conditional Density, Asymptotic normality of the regression mode in the nonparametric random design model for censored data, The minimax learning rates of normal and Ising undirected graphical models, Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models, BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION, Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method, Using stratification to estimate multimodal density functions with applications to regression, Deconvolution for an atomic distribution, Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence, A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data, Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results, Model selection for density estimation with \(\mathbb L_2\)-loss, Risk bounds for kernel density estimators, On wavelet projection kernels and the integrated squared error in density estimation, SOME NEW PROPERTIES OF HELLINGER DISTANCE FOR VALIDATING APPROXIMATIONS IN BAYESIAN ANALYSIS, Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes, Modeling probability density through ultraspherical polynomial transformations, Kernel density estimators from quantized data, An Asymmetric Kernel Estimator of Density Function for Stationary Associated Sequences, Estimating overlap of daily activity patterns from camera trap data, Minimum Hellinger distance estimation for randomized play the winner design, Contribution to the bandwidth choice for kernel density estimates, Asymptotic analysis of isotonic estimation for grouped data, Estimating the support of multivariate densities under measurement error, Unnamed Item, Asymptotics and optimal bandwidth for nonparametric estimation of density level sets, How many bins should be put in a regular histogram, Test and asymptotic normality for mixed bivariate measure, On the asymptotic properties of a simple estimate of the Mode, Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data, Discrete minimax estimation with trees, Hellinger distances and α-entropy in a one-parameter class of density functions, Universal consistency of delta estimators, AN ACTIVE CONTOUR MODEL FOR TEXTURE IMAGE SEGMENTATION USING RÉNYI DIVERGENCE MEASURE