A Note on Permanents

From MaRDI portal
Publication:5674790

DOI10.4153/CMB-1971-001-3zbMath0259.62034OpenAlexW2908058455MaRDI QIDQ5674790

Hajime Yamato

Publication date: 1971

Published in: Canadian Mathematical Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4153/cmb-1971-001-3




Related Items (35)

Recursive kernel estimator in a semiparametric regression modelA Berry-Esseen-type bound for recursive estimators of a density and its derivativesEquivalence of uniform asymptotic unbiasedness, mean square and strong consistencies of recursive estimates of a density and its p-th derivativeStrong consistency and rates for recursive probability density estimators of stationary processesAlmost sure convergence of recursive density estimators for stationary mixing processesRecursive kernel regression estimation under α – mixing dataBandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation methodHazard rate estimation under dependence conditionsNonparametric recursive estimation for multivariate derivative functions by stochastic approximation methodNonparametric sequential estimation of the cumulative function by orthogonal series and application in reliabilityNonparametric estimation of nonlinear dynamic systems using semirecursive regression estimatesModerate deviation and large deviation for Wegman-Davies recursive density estimatorJoint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density functionOn sequential density estimationNonparametric conditional density estimation for censored data based on a recursive kernelOn a class of recursive estimators for spatially dependent observationsOn the rate of convergence of recursive kernel estimates of probability densitiesNonparametric recursive density estimation for spatial dataThe rate of complete consistency for recursive probability density estimator under strong mixing samplesAn overview of sequential nonparametric density estimationOn the rates of asymptotic normality for recursive kernel density estimators under ϕ-mixing assumptionsStrongly consistent density estimation of the regression residualA kernel mode estimate under random left truncation and time series model: asymptotic normalityOn a parametric family of sequential estimators of the density for a strong mixing processThe law of the iterated logarithm for the multivariate kernel mode estimatorThe stochastic approximation method for the estimation of a multivariate probability densityRecursive kernel density estimators under a weak dependence conditionNonparametric estimation of the density of a point processRecurrent nonparametric estimation of functions from functionals of multidimensional density and their derivativesNonparametric recursive regression estimation on Riemannian manifoldsRecursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing dataNon-parametric recursive estimates of a probability density function and its derivativesModerate deviations for the kernel mode estimator and some applicationsRecursive asymmetric kernel density estimation for nonnegative dataA new distance based measure of asymmetry




This page was built for publication: A Note on Permanents