scientific article; zbMATH DE number 3406971
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Publication:5672001
zbMATH Open0257.62031MaRDI QIDQ5672001FDOQ5672001
Publication date: 1973
Title of this publication is not available (Why is that?)
Cited In (15)
- Recursive kernel estimation of the density under \(\eta\)-weak dependence
- The stochastic approximation method for the estimation of a multivariate probability density
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Asymptotic normality of some kernel-type estimators of probability density
- Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
- Semi-recursive kernel conditional density estimators under random censorship and dependent data
- On a class of recursive estimators for spatially dependent observations
- On the use of stochastic approximation in recursive estimation
- Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data
- Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
- Title not available (Why is that?)
- On a parametric family of sequential estimators of the density for a strong mixing process
- Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence
- Recursive kernel regression estimation under α – mixing data
- Weighted probability density estimator with updated bandwidths
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