On Strong Consistency of Density Estimates

DOI10.1214/AOMS/1177697388zbMATH Open0198.23502OpenAlexW2104603382MaRDI QIDQ5594932FDOQ5594932

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Publication date: 1969

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697388

zbMATH Keywords

statistics

Cited In (44)

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

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