On the Estimation of the Probability Density, I

Cited in

(63)

Cross-validation and the smoothing of orthogonal series density estimators
MISE of kernel estimates of a density and its derivatives
Adaptive kernel-type estimator for square-integrable distribution density
Estimating a density on the positive half line by the method of orthogonal series
Probabilities of maximal deviations for nonparametric regression function estimates
A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
Lower bounds for bandwidth selection in density estimation
Sequential interval histogram analysis of non-stationary neuronal spike trains
Density estimates with methods of uniform distribution mod 1
A nonparametric classification scheme with mean squared error criterion
Multivariate density estimation with general flat-top kernels of infinite order
On the non-consistency of an estimate of Chiu
Density estimation on the spaces of symmetric and rectangular matrices
On unbiased density estimation for ergodic diffusion
Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
Estimation of densities and derivatives of densities with directional data.
A unified treatment of direct and indirect estimation of a probability density and its derivatives
Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method
Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
Self-consistent density estimation in the presence of errors-in-variables
A universal lower bound for the kernel estimate
On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
Distribution estimation for biased data
A note on the inverse estimation of band-limited signals
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
A note on superkernel density estimators
Nonparametric estimation in Markov processes
Universal consistency of delta estimators
Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures
Optimal kernel estimation of densities
On density estimation with superkernels
On variance-stabilizing multivariate non parametric regression estimation
On estimation of a class of efficacy-related parameters
Kernel density estimation revisited
A fourier integral density estimate: a Monte Carlo study
Optimal shapes for kernel density estimation
Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives
A Fast Non-Parametric Density Estimation Algorithm
Optimal iterative density deconvolution
Nonparametric estimation of quantile density function for truncated and censored data
Quantifying the closeness to a set of random curves via the mean marginal likelihood
Regularization parameter selection in indirect regression by residual based bootstrap
scientific article; zbMATH DE number 3429961 (Why is no real title available?)
scientific article; zbMATH DE number 7141566 (Why is no real title available?)
A note on kernel density estimation at a parametric rate†
Estimation of a density function at a point
Asymptotic theory of density estimation
On the expansion of the mean integrated squared error of a kernel density estimator
\texttt{fastMI}: a fast and consistent copula-based nonparametric estimator of mutual information
Multiclass classification with potential function rules: margin distribution and generalization
The accuracy by L₁ metric of kernel estimates for density constructed by observations with a chain dependence
A nonparametric distribution-free test of independence among continuous random vectors based on L₁-norm
Wrapped flat-top kernel density estimation with circular data
Optimal statistical estimates of a distribution density in the presence of a priori information
Robust regression function estimation
A new smoothness quantification in kernel density estimation
Pointwise universal consistency of nonparametric density estimators
Iterative density estimation from contaminated observations
The heat equation with initial data corrupted by measurement error and missing data
An interview with Ross Leadbetter
Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
Integrated consistency of smoothed probability density estimators for stationary sequences
On the convergence of the empirical mass function

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