On Choosing a Delta-Sequence
From MaRDI portal
Publication:5637745
DOI10.1214/aoms/1177696810zbMath0229.62022OpenAlexW2094771755MaRDI QIDQ5637745
Publication date: 1970
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177696810
Related Items
Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach, On bandwidth selection in kernel density estimation, Asymptotically efficient estimation of the sparsity function at a point, Unnamed Item, Uniform consistency of automatic and location-adaptive delta-sequence estimators, Bandwidth selection for kernel distribution function estimation, Robust plug-in bandwidth estimators in nonparametric regression, Optimal bandwidth selection for kernel density functionals estimation, Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model, Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection, Minimizing \(L_ 1\) distance in nonparametric density estimation, On flat-top kernel spectral density estimators for homogeneous random fields, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Superefficiency in nonparametric function estimation, Evaluation of kernel density estimation methods for daily precipitation resampling, Batch size selection for variance estimators in MCMC, Density estimation for Markov chains, Nonparametric probability density estimation, Spline local basis methods for nonparametric density estimation, Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets, Estimation of the reciprocal of the density quantile function at a point, Limit theorems for stochastic measures of the accuracy of density estimators, A probabilistic algorithm approximating solutions of a singular PDE of porous media type, Bandwidth selection: Classical or plug-in?, Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence, Smoothed cross-validation, Bootstrap optimal bandwidth selection for kernel density estimates, Smoothness adaptive average derivative estimation, Blind nonparametric regression, Fourier series-based direct plug-in bandwidth selectors for kernel density estimation, A local cross-validation algorithm for dependent data, Optimal bandwidths for kernel density estimators of functions of observations, Bandwidth selection for recursive kernel density estimators defined by stochastic approximation method, Unnamed Item, On minimum distance estimators for unimodal densities, Local data-driven bandwidth choice for density estimation, Density estimation, A general and fast convergent bandwidth selection method of kernel estimator, A note on kernel density estimation for non-negative random variables, Remark concerning data-dependent bandwidth choice in density estimation, On the histogram as a density estimator:L 2 theory, Multivariate data-driven k-NN function estimation, Kernel estimators for probability densities with discontinuities, NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY, Local convergency rate of MSE in density estimation using the second-order modulus of smoothness, A weighted least-squares cross-validation bandwidth selector for kernel density estimation, On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate, On the asymptotic behaviour of the ISE for automatic kernel distribution estimators, Adaptive bandwidth choice, Estimation of densities and derivatives of densities with directional data., Unnamed Item, Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods, Variable bandwidth selection in varying-coefficient models, Arbitrariness of the pilot estimator in adaptive kernel methods, Multistage plug—in bandwidth selection for kernel distribution function estimates, Optimal bandwidth estimators of kernel density functionals for contaminated data, A comparative study of some kernel-based nonparametric density estimators, Asymptotically optimal choice of the smoothing parameter in a nonparametric kernel estimator for a probability density, Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process, An assessment of finite sample performance of adaptive methods in density estimation, Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation