Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
From MaRDI portal
Publication:5079799
predictioncontinuous time processesconditional densitymartingale differencesergodic processeskernel estimateNadaraya-Watson estimatorsfunction derivatives
Probability distributions: general theory (60E05) Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Probabilistic measure theory (60A10)
Cites work
- scientific article; zbMATH DE number 3870398 (Why is no real title available?)
- scientific article; zbMATH DE number 3874417 (Why is no real title available?)
- scientific article; zbMATH DE number 4147310 (Why is no real title available?)
- scientific article; zbMATH DE number 3907578 (Why is no real title available?)
- scientific article; zbMATH DE number 4086763 (Why is no real title available?)
- scientific article; zbMATH DE number 3703820 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 48201 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 3518103 (Why is no real title available?)
- scientific article; zbMATH DE number 3587899 (Why is no real title available?)
- scientific article; zbMATH DE number 3604189 (Why is no real title available?)
- scientific article; zbMATH DE number 3630022 (Why is no real title available?)
- scientific article; zbMATH DE number 410137 (Why is no real title available?)
- scientific article; zbMATH DE number 2176422 (Why is no real title available?)
- scientific article; zbMATH DE number 4001210 (Why is no real title available?)
- scientific article; zbMATH DE number 1895094 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- scientific article; zbMATH DE number 1432782 (Why is no real title available?)
- scientific article; zbMATH DE number 3221828 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- scientific article; zbMATH DE number 3241743 (Why is no real title available?)
- scientific article; zbMATH DE number 3379907 (Why is no real title available?)
- A Comparison of Higher-Order Bias Kernel Density Estimators
- A Mathematical Theory of Communication
- A general approach for mutual information minimization and its application to blind source separation
- A note on kernel density estimation at a parametric rate†
- A simple bias reduction method for density estimation
- A strong consistency of a nonparametric estimate of entropy under random censorship
- A unified treatment of direct and indirect estimation of a probability density and its derivatives
- Absolute regularity and ergodicity of Poisson count processes
- Additive regression model for stationary and ergodic continuous time processes
- An Effective Bandwidth Selector for Local Least Squares Regression
- Applied functional data analysis. Methods and case studies
- Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
- Asymptotic results for the regression function estimate on continuous time stationary and ergodic data
- Asymptotics for general multivariate kernel density derivative estimators
- Bias reduction and metric learning for nearest-neighbor estimation of Kullback-Leibler divergence
- Bootstrap confidence bands for regression curves and their derivatives
- Bounds for estimation of density functions and their derivatives
- Canonical higher-order kernels for density derivative estimation
- Combinatorial methods in density estimation
- Confidence Bands in Nonparametric Regression
- Consistency results for the kernel density estimate on continuous time stationary and dependent data
- Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Elements of Information Theory
- Entropy-Based Tests of Uniformity
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
- Estimation of a Probability Density Function and Its Derivatives
- Functional data analysis.
- General asymptotic confidence bands based on kernel-type function estimators
- Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
- Information Theory and Statistical Mechanics
- Introduction to strong mixing conditions. Vol. 2.
- Kernel estimation for time series: an asymptotic theory
- Maximum penalized likelihood estimation. Vol. 1: Density estimation
- Mean squared errors of estimates of a density and its derivatives
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
- Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
- Non-parametric inference for density modes
- Non-strong mixing autoregressive processes
- Nonparametric curve estimation from time series
- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
- Nonparametric estimation of mixed partial derivatives of a multivariate density
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Nonparametric regression for functional data: automatic smoothing parameter selection
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Normal reference bandwidths for the general order, multivariate kernel density derivative estimator
- On Estimation of a Probability Density Function and Mode
- On bootstrapping the mode in the nonparametric regression model with random design
- On estimation of a density and its derivatives
- On higher order kernels
- On kernel density derivative estimation
- On nonparametric kernel estimation of the mode of the regression function in the random design model
- On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
- On the dimension and entropy of probability distributions
- On the entropy of continuous probability distributions (Corresp.)
- One bootstrap suffices to generate sharp uniform bounds in functional estimation
- Optimal sampling for density estimation in continuous time
- Probability density estimation from sampled data
- Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
- Root \(n\) estimates of vectors of integrated density partial derivative functionals
- Sizer analysis for the comparison of regression curves
- Smoothing splines: Regression, derivatives and deconvolution
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
- Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives
- Subadditive mean ergodic theorems
- The law of the iterated logarithm for the multivariate kernel mode estimator
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy
- Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
- Wavelet estimations for density derivatives
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
Cited in
(6)- Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
- Asymptotic properties of conditional U -statistics using delta sequences
- 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
This page was built for publication: Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5079799)
