scientific article; zbMATH DE number 3406971

Cited in

(20)

On a parametric family of sequential estimators of the density for a strong mixing process
The stochastic approximation method for the estimation of a multivariate probability density
Asymptotic normality of some kernel-type estimators of probability density
Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
On a class of recursive estimators for spatially dependent observations
Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
Recursive kernel estimation of the density under -weak dependence
Recursive kernel regression estimation under α – mixing data
Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence
Adaptive recursive kernel conditional density estimators under censoring data
Weighted probability density estimator with updated bandwidths
Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
Semi-recursive kernel conditional density estimators under random censorship and dependent data
Limit theorems for general recursive regression models involving weakly dependent functional data
Large and moderate deviation principles for recursive kernel estimators for spatial data
Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream
Almost complete convergence of a recursive kernel estimator of the density with complete and censored independent data.
Asymptotic normality of the kernel estimator of the recursive density under the censored -mixing model
On the use of stochastic approximation in recursive estimation

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