On Strong Consistency of Density Estimates
From MaRDI portal
Publication:5594932
Cited in
(44)- \(L_p\)-consistency of multivariate density estimates
- Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function
- Consistency of a nonparametric estimation of a density functional
- A note on the convergence rate of the kernel density estimator of the mode
- Density estimates with methods of uniform distribution mod 1
- Normalité asymptotique d'estimateurs convergents du mode conditionnel
- Nonparametric estimation of joint discrete-continuous probability densities with applications
- Residuals density estimation in nonparametric regression
- Non linear parametric mode regression
- Funcionales de mínima g-divergencia y sus estimadores asociados (I)
- The law of the iterated logarithm for the multivariate kernel mode estimator
- Some asymptotic results of kernel density estimators under random left-truncation and dependent data
- On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring
- Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
- Moderate deviations for the kernel mode estimator and some applications
- Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
- Nonparametric C- and D-vine-based quantile regression
- Recursive asymmetric kernel density estimation for nonnegative data
- Large-sample study of the kernel density estimators under multiplicative censoring
- On the strong uniform consistency of the mode estimator for censored time series
- On the conditional density estimation for continuous time processes with values in functional spaces
- Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate
- Recursive estimation of the mode of a multivariate density
- An orthogonal series estimate of time-varying regression
- A new proof of strong consistency of kernel estimation of density function and mode under random censorship.
- The jackknife estimate of variance of a Kaplan-Meier integral
- Strong consistency of kernel method for sliced average variance estimation
- Non-parametric identification of a memoryless system with a cascade structure
- Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
- On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives
- Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors
- Improved density and distribution function estimation
- Strong uniform consistency of kernel density estimators under a censored dependent model
- Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
- Strong uniform consistency of nonparametric estimation of the censored conditional mode function
- Remarks on the strong law of large numbers for a triangular array of associated random variables
- Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation
- Kernel density estimation: The general case
- On testing density functions
- On empirical density function
- Canonical correlation analysis based on information theory
- Empirical bayes interval estimates involving uniform distributions
- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
- Inequalities and bounds for kernel length-biased density estimation
This page was built for publication: On Strong Consistency of Density Estimates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5594932)
