scientific article; zbMATH DE number 3211301

Cited in

(41)

Reweighted kernel density estimation
Bias reduction in kernel binary regression
High order Parzen windows and randomized sampling
The kernel method for unfolding sphere size distributions
On the asymptotic mean square error of \(L_ 1\) kernel estimates of smooth functions
Minimizing \(L_ 1\) distance in nonparametric density estimation
Optimal spectral kernel for long-range dependent time series
Detection of the trend of a stationary stochastic process
Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives
Limit theorems for stochastic measures of the accuracy of density estimators
Asymptotic bounds for the expected L^ 1 error of a multivariate kernel density estimator
Optimal convergence properties of kernel density estimators without differentiability conditions
Frequency domain pattern classification
Sequential interval histogram analysis of non-stationary neuronal spike trains
The performance of kernel density functions in kernel distribution function estimation
Multivariate density estimation with general flat-top kernels of infinite order
An optimal local bandwidth selector for kernel density estimation
Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
Record length requirement of long-range dependent teletraffic
Posterior contraction rates of density derivative estimation
A weighted \(k\)-nearest neighbor density estimate for geometric inference
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
Optimal convergence rates of high order Parzen windows with unbounded sampling
Estimation of a probability density function and its derivatives
Adaptive optimal kernel density estimation for directional data
Improved density and distribution function estimation
A doubly robustified estimating function for ARCH time series models
Empirical Bayes nonparametric kernel density estimation
Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics
Schätzen der Kovarianzdichte stationärer Punktprozesse aus Zählungen
Reducing the mean squared error in kernel density estimation
A bias corrected nonparametric regression estimator
Surface and function approximation with nonparametric regression
Bias reduction by transformed flat-top Fourier series estimator of density on compact support
Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
Interval-censored unimodal kernel density estimation via data sharpening
Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
Mode testing via higher-order density estimation
A new smoothness quantification in kernel density estimation
A note on kernel density estimation for non-negative random variables

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