scientific article; zbMATH DE number 3279646
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Publication:5563807
zbMATH Open0175.17101MaRDI QIDQ5563807FDOQ5563807
Authors: V. A. Epanechnikov 
Publication date: 1969
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Cited In (only showing first 100 items - show all)
- Approximation of the initial reserve for known ruin probabilities
- On multivariate associated kernels to estimate general density functions
- Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics
- On the expansion of the mean integrated squared error of a kernel density estimator
- On automatic boundary corrections
- Data-driven decomposition of seasonal time series
- Canonical kernels for density estimation
- A note on kernel density estimation for non-negative random variables
- Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator
- The local paradigm for modeling and control: From neuro-fuzzy to lazy learning
- The performance of kernel density functions in kernel distribution function estimation
- Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm
- On nonparametric regression with higher-order kernels
- On estimation of covariate-specific residual time quantiles under the proportional hazards model
- Estimating the diffusion coefficient function for a diversified world stock index
- Local Bandwidth Selection for Kernel Estimation of Population Densities with Line Transect Sampling
- Minimum Hellinger distance estimation of mixture proportions
- Quantile versions of the Lorenz curve
- Analytical nonlinear shrinkage of large-dimensional covariance matrices
- Robust regression function estimation
- Effects of associated kernels in nonparametric multiple regressions
- Multivariate lag-windows and group representations
- Quick multivariate kernel density estimation for massive data sets
- Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences
- Teaching nonparametric econometrics to undergraduates
- One- and multi-directional conditional efficiency measurement -- efficiency in Lithuanian family farms
- Data‐driven choice of the smoothing parametrization for kernel density estimators
- Optimal asymmetric kernels
- A consistent nonparametric test for serial independence
- Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression
- A method for the choice of smoothing parameter
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Statistical estimation of a mixture of Gaussian distributions
- Kernel density estimation revisited
- The Selection of Window Widths in Kernel Nonparametric Regression
- Real time estimation in local polynomial regression, with application to trend-cycle analysis
- On the estimation of the quantile density function
- Asymptotically efficient estimation of the sparsity function at a point
- Improvements on the kernel estimation in line transect sampling without the shoulder condi\-tion
- Measuring the efficiency of trigonometric series estimates of a density
- Semiparametric density estimation under a two-sample density ratio model
- Kernel estimation for characteristics of pure jump processes
- On the modal resolution of kernel density estimators
- Asymptotic effectiveness of some higher order kernels
- Estimation of the reciprocal of the density quantile function at a point
- Nonparametric kernel regression estimation near endpoints.
- Asymptotic distributions of estimators of the derivative of a density and the score function
- Hierarchies of higher order kernels
- Spherically symmetric multivariate beta family kernels
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- Minimizing \(L_ 1\) distance in nonparametric density estimation
- Nonlinear system identification via direct weight optimization
- Nonparametric construction of multivariate kernels
- Estimation of quantile density function based on regression quantiles
- On the convergence of kernel estimators of probability density functions
- Nonlinear ARMA models with functional MA coefficients
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
- Interval estimators for ratios of independent quantiles and interquantile ranges
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Remarks on extremal problems in nonparametric curve estimation
- Fitting a multiple regression function
- Kernel-based regression of drift and diffusion coefficients of stochastic processes
- Bivariate estimation with left-truncated data
- A bivariate histogram density estimator: Consistency and asymptotic normality
- Approximations of some hazard rate estimators in a competing risks model
- Asymptotic properties of kernel estimates of a regression function
- Nonparametric density estimation for multivariate bounded data
- On optimal kernel choice for deconvolution
- Reference optimality criterion for planning accelerated life testing
- General tests of conditional independence based on empirical processes indexed by functions
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Triple smoothing estimation of the regression function and its derivatives in nonparametric regression
- Computationally efficient classes of higher‐order kernel functions
- Methods for the Analysis of CCRC Data
- A new kernel-projective statistical estimator in the Monte Carlo method
- An interpolation method for adapting to sparse design in multivariate nonparametric regression
- Estimates of multidimensional probability densities
- A comparison of nonparametric methods in the graduation of mortality: application to data from the Valencia region (Spain)
- Sequential fixed-width confidence intervals for a nonparametric density function
- Pointwise improvement of multivariate kernel density estimates.
- Vine copula approximation: a generic method for coping with conditional dependence
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- Adapting the classical kernel density estimator to data
- Conditional optimization of the functional computational kernel algorithm for approximating the probability density on the basis of a given sample
- Evaluation of kernel density estimation methods for daily precipitation resampling
- On the reduction of global error of multivariate higher-order product polynomial kernels
- Minimax linear estimation in a white noise problem
- On the uniform complete convergence of density function estimates
- Approximate Bayesian computation reveals the importance of repeated measurements for parameterising cell-based models of growing tissues
- An iteration method of data censoring in the regression estimation problem
- On discrete Epanechnikov kernel functions
- Estimation of non-parametric regression for dasometric measures
- Stereological transformation of pore size distributions with application to soft polymer and FDM‐printed specimens
- Parametric and kernel density methods in discriminant analysis: Another comparison
- Adaptive importance sampling for optimization under uncertainty problems
- Funcionales de mínima g-divergencia y sus estimadores asociados (I)
- Robust analogs to the coefficient of variation
- Test of dominance relations based on kernel smoothing method
- A study of local linear ridge regression estimators
- Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
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