Local smoothing for kernel distribution function estimation
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Publication:5259136
DOI10.1080/03610918.2013.795591zbMATH Open1328.62203OpenAlexW1988141591MaRDI QIDQ5259136FDOQ5259136
Authors: Santanu Dutta 
Publication date: 24 June 2015
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.795591
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Cites Work
- Approximation Theorems of Mathematical Statistics
- Title not available (Why is that?)
- Kernel estimation of multivariate cumulative distribution function
- Bandwith selection for the smoothing of distribution functions
- Bandwidth selection for kernel distribution function estimation
- Smoothing parameter selection for smooth distribution functions
- Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
- Multistage plug—in bandwidth selection for kernel distribution function estimates
- Local Smoothing Using the Bootstrap
- A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data
- On kernel estimation of a multivariate distribution function
- The size of the averages of strongly mixing random variables
- Density estimation using bootstrap bandwidth selector
Cited In (5)
- A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data
- Kernel based estimation of the distribution function for length biased data
- Deconvolution of cumulative distribution function with unknown noise distribution
- Density estimation via the random forest method
- Using Local Correlation in Kernel‐Based Smoothers for Dependent Data
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