On Estimation of a Probability Density Function and Mode

From MaRDI portal
Publication:5725150


DOI10.1214/aoms/1177704472zbMath0116.11302WikidataQ29030604 ScholiaQ29030604MaRDI QIDQ5725150

Emanuel Parzen

Publication date: 1962

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704472



Related Items

Strong uniform consistency of kernel probability density estimators based on sample moments, Locally adaptive hazard smoothing, On nonparametric regression with higher-order kernels, Non-parametric estimation of conditional quantiles, A note on deconvolution density estimation, Fixed width confidence bands for densities under censoring, Learning to recognize patterns with a probabilistic teacher, Using two-class classifiers for function estimation, Asymptotic properties of kernel estimates of a regression function, On the uniform complete convergence of density function estimates, Estimating a density on the positive half line by the method of orthogonal series, Central limit theorems under weak dependence, Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications, Decomposing the reaction time distribution: Pure insertion and selective influence revisited, Estimation of probabilities of label imperfections and correction of mislabels, Nonparametric estimation of Matusita's measure of affinity between absolutely continuous distributions, Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate, Bivariate inverse Gaussian distribution, Smoothing histograms by means of lattice- and continuous distributions, An unsupervised Bayes classifier for normal patterns based on marginal densities analysis, Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives, On general quantile processes in weighted sup-norm metrics, Limit theorems for stochastic measures of the accuracy of density estimators, Nonparametric estimation of the location and scale parameters based on density estimation, Large errors for statistical estimates of density distributions, Probabilities of maximal deviations for nonparametric regression function estimates, A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator, Quadratic errors for nonparametric estimates under dependence, Estimation of change point in failure rate models, Bootstrap optimal bandwidth selection for kernel density estimates, Residuals density estimation in nonparametric regression, Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator, Optimal convergence properties of kernel density estimators without differentiability conditions, Maximum entropy estimation of density and regression functions, Data-dependent bandwidth choice for a grade density kernel estimate, Frequency domain pattern classification, Sequential interval histogram analysis of non-stationary neuronal spike trains, Consistency of a certain class of empirical density functions, An analysis of biological random processes via optimized statistical models, On pointwise nonparametric estimation of a density function, A nonlinear distance metric criterion for feature selection in the measurement space, Zur Schätzung eines Dichtefunktionals, A locally sensitive method for cluster analysis, Density estimates with methods of uniform distribution mod 1, On a modified form of Parzen estimator for nonparametric pattern recognition, Nonparametric estimation of mixed partial derivatives of a multivariate density, Estimation of a regression function by the parzen kernel-type density estimators, Rates in the empirical bayes estimation problem with non-identical components, Efficiencies for window estimates of the parameters of the Cauchy distribution, Approximate distribution of the maximum deviation of histograms, Additive estimators for probabilities of correct classification, Semiparametric least squares (SLS) and weighted SLS estimation of single-index models, Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives, Remark concerning data-dependent bandwidth choice in density estimation, Density estimation on the Stiefel manifold, Resampled quantile functions for error estimation and a relationship to density estimation., Tracking of signals and its derivatives in Gaussian white noise, Multivariate density estimation with general flat-top kernels of infinite order, Asymptotic normality for density kernel estimators in discrete and continuous time, Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition, On confidence intervals in nonparametric binary regression via Edgeworth expansions, A new estimate of the mode based on the quantile density, An optimal local bandwidth selector for kernel density estimation, Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators, Longitudinal data with nonstationary errors: A nonparametric three-stage approach, Large deviation principle in nonparametric estimation of marked point processes, Hellinger distance and Kullback-Leibler loss for the kernel density estimator, Density estimation by kernel and wavelets methods: optimality of Besov spaces, On the estimation of the density of shift parameter, Asymptotically optimal choice of the smoothing parameter in a nonparametric kernel estimator for a probability density, Monte Carlo simulation of nonlinear diffusion processes. II, Statistical decisions under nonparametric a priori information, On the non-consistency of an estimate of Chiu, Probability density estimation from dependent observations using wavelets orthonormal bases, Kernel estimation of the density of a statistic, Two-dimensional Bernstein polynomial density estimators, Nonparametric estimation of joint discrete-continuous probability densities with applications, Smooth nonparametric estimation of the hazard and hazard rate functions from record-breaking data, Monte Carlo response surfaces: A comparative approach, Local likelihood density estimation, A universally acceptable smoothing factor for kernel density estimates, On one approach to the problem of robustness of density estimators, Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation, Limit of the quadratic risk in density estimation using linear methods, Kernel density estimation under weak dependence with sampled data, A comparative study of several smoothing methods in density estimation, Density estimation on the spaces of symmetric and rectangular matrices, Mass shifting roles of negative kernel mass in density estimation, Robust locally optimal filters: Kalman and Bayesian estimation theory, A note on the integrated squared error of a kernel density estimator in non-smooth cases, Using a stopping rule to determine the size of the training sample in a classification problem, Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation, Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes, Smoothed bootstrap confidence intervals with discrete data, Locating a maximum using isotonic regression, Nonparametric estimator for mean residual life and vitality function, On testing density functions, On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model., A comparison of testing and confidence interval methods for the median, Local data-driven bandwidth choice for density estimation, Density estimation in the simple proportional hazards model, Mode regression, Nonparametric rank discrimination method, Testing nonlinear Markovian hypotheses in dynamical systems, An alternative approach for generation of membership functions and fuzzy rules based on radial and cubic basis function networks, Nonparametric estimation of hazard functions and their derivatives under truncation model, Mixture models of categorization, New multivariate product density estimators, A method for the choice of smoothing parameter, Bootstrap choice of tuning parameters, Nonparametric estimation of the density of a point process, On the modal resolution of kernel density estimators, On estimating the growth function of tumors, Empirical Bayes rules for selecting good populations, Fitting a multiple regression function, Robust regression function estimation, Spectral density estimation for stationary stable processes, Density estimation for samples satisfying a certain absolute regularity condition, Asymptotics for \(L_ p\)-norms of kernel estimators of densities, A new smoothness quantification in kernel density estimation, Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate, Possibilistic instance-based learning, On detecting nonlinear patterns in discriminant problems, A conversation with Larry Brown, A geometric approach to non-parametric density estimation, On the kernel rule for function classification, Information cut for clustering using a gradient descent approach, Kernel PCA for novelty detection, Kernel-based classification using quantum mechanics, The Cauchy--Schwarz divergence and Parzen windowing: Connections to graph theory and Mercer kernels, Nonparametric estimation of volatility models with serially dependent innovations, Nonparametric functionals of spectral distributions and their applications to time series analy\-sis, Robust Bayesian clustering, On the use of stochastic approximation in recursive estimation, Image covariance-based subspace method for face recognition, Newtonian clustering: an approach based on molecular dynamics and global optimization, Regularization in statistics, Typing mineral deposits using their associated rocks, grades and tonnages using a probabilistic neural network, Robust estimation based on grouped-adjusted data in linear regression models, Hermite series estimators for probability densities, Kernel density estimation on random fields, A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\), An information theoretic approach for improving data driven prediction of protein model quality, Nonlinear registration using variational principle for mutual information, Statistical pattern recognition in remote sensing, Evaluation of robust estimators applied to fluorescence assays, Analytical plug-in method for kernel density estimator applied to genetic neutrality study, Nonparametric estimation of income distribution and poverty index, Crowding with nearest neighbors replacement for multiple species niching and building blocks preservation in binary multimodal functions optimization, A boundary method for outlier detection based on support vector domain description, Kernel density in the study of the strong stability of the \(M/M/1\) queueing system, Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach, On-line tracking of a smooth regression function, A note on kernel density estimation for non-negative random variables, Probability density estimation for survival data with censoring indicators missing at random, Memory-based neuro-fuzzy system for interpolation of reflection coefficients of printing inks, On estimation of a density and its derivatives, Contributions to nonparametric generalized failure rate function estimation, \(L_p\)-consistency of multivariate density estimates, On the convergence of kernel estimators of probability density functions, On a measure of multivariate skewness and a test for multivariate normality, Consistency of a nonparametric estimation of a density functional, Asymptotic distributions of smoothed histograms, Asymptotic normality of some kernel-type estimators of probability density, A note on the estimation of the integral of \(f^ 2(x)\), Pattern recognition in several sequences: Consensus and alignment, Properties of some kernel estimators and of the adapted Loftsgarden- Quesenberry estimator of a density function for censored data, Least absolute deviations estimation for the censored regression model, Laws of large numbers for classes of functions, A bivariate histogram density estimator: Consistency and asymptotic normality, Asymptotic distributions of estimators of the derivative of a density and the score function, The empirical Bayes rules with floating optimal sample size for exponential conditional distributions, On smoothed probability density estimation for stationary processes, Central limit theorem for perturbed empirical distribution functions evaluated at a random point, Statistical inference on spontaneous neuronal discharge patterns, Random approximations to some measures of accuracy in nonparametric curve estimation, Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations, Estimation of density functions by order statistics, The kernel estimate is relatively stable, Estimation of integrated squared density derivatives, On improving convergence rates for nonnegative kernel failure-rate function estimators, A new sequential cluster algorithm for optical lens design, On the minimization of absolute distance in kernel density estimation, Almost sure convergence of recursive density estimators for stationary mixing processes, MISE of kernel estimates of a density and its derivatives, A kernel-type estimator for generalized quantiles, Estimating the direction in which a data set is most interesting, Modified nonparametric kernel estimates of a regression function and their consistencies with rates, A test of independence for the coordinates of bivariate censored data, Comments on ``A new theoretical and algorithmical basis for estimation, identification and control by P. Kovanic, Adaptive kernel-type estimator for square-integrable distribution density, Adaptive nonparametric estimation of a multivariate regression function, Central limit theorems for \(L_ p\)-norms of density estimators, On the use of compactly supported density estimates in problems of discrimination, Quadratic error of an unbiased estimate of the probability density of sufficient statistics of the normal distribution, Kernel density and hazard function estimation in the presence of censoring, Testing for dispersive ordering, Asymptotic maximal deviation of M-smoothers, Density estimation using spline projection kernels, Optimal shapes for kernel density estimation, Asymptotically optimal bandwidth selection Of the kernel density estimator under The proportional hazards model, Density estimation for Markov chains, Estimation of Network Parameters in Semiparametric Stochastic Perceptron, On the effect of density shape on the performance of its kernel estimate, On minimizing the conditional entropy for some problems of optimal diagnosis, Nonparametrie recursive estimator for mean residual life and vitality function under dependence conditions, Rates of convergence for an estimator of a density function based on jacobi polynomials, On testimation of a probability density: the normal case, Optimal rates for local bandwidth selection, Nonparametric estimation of transition probabilities in a two-stage duration model, How much do plug-in bandwidth selectors adapt to non-smoothness?, Local bandwidth selection for kernel density estimation from right-censored data based on asymptotic mean absolute error, An overview of sequential nonparametric density estimation, A Note on Weak Convergence of Density Estimators in Hilbert Spaces, A note on kernel density estimation with auxiliary information, Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes, Indexed Families of Functionals and Gaussian Radial Basis Functions, THE EFFECTS OF MISCLASSIFICATION COSTS AND SKEWED DISTRIBUTIONS IN TWO-GROUP CLASSIFICATION, CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS, On the asymptotic properties of a simple estimate of the Mode, Simple estimation of the mode of a multivariate density, On the asymptotic behaviour of the ISE for automatic kernel distribution estimators, A Demonstration of Reliability of the Interior-outer-set Model*, A NEW ALGORITHM FOR ESTIMATING THE RISK OF NATURAL DISASTERS WITH INCOMPLETE DATA, Goodness-of-fit test based on empirical characterisitc function, Some inequalities for the kernel density estimator under random censorship, Some results on increments of the partially observed empirical process, A NONPARAMETRIC TEST OF SYMMETRY VERSUS ASYMMETRY FOR RANKED-SET SAMPLES, Optimization of the Kernel Functions in a Probabilistic Neural Network Analyzing the Local Pattern Distribution, Adaptive estimation of the mode of a multivariate density, NONLINEAR FILTERING OF SMOOTH SIGNALS, On pointwise laws of iterated logarithm for estimators of certain conditional functionals, Learning by Kernel Polarization, Asymptotic Properties of the ISE in Nonparametric Regressions with Serially Correlated Errors, The law of the iterated logarithm for the multivariate kernel mode estimator, Consistent deconvolution in density estimation, Kernel methods for the estimation of discrete distributions, Maximum likelihood estimation of un1modal and decreasing densities based on arbitrarily right-censored data, On the rate of convergence of an estimate of a functional of a probability density, Metodos empirico Bayes no parametricos aplicados a problemas de seleccion, Estimation of marginal and spectral modes, Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG, Nonparametric estimation of density, regression and dependence coefficients, On nonparametric kernel estimation of the mode of the regression function in the random design model, Bernstein polynomial probability density estimation, Minimax Mutual Information Approach for Independent Component Analysis, Smooth nonparametric estimation of thedistribution and density functions from record-breaking data, Using the gibbs sampler to simulate from the bayes estimate of a decreasing density, Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis, Nonparametric estimation of quantile density function for truncated and censored data, ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS, Bootstrapping the correlation coefficient: a comparison of smoothing strategies, A general kernel functional estimator with general bandwidth—strong consistency and applications, Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators, A nonparametric test for the change of the density function under association, The Application of Fuzzy Decision Trees in Company Audit Fee Evaluation: A Sensitivity Analysis, Bayesian Ying-Yang Harmony Learning for Local Factor Analysis: A Comparative Investigation, Robust kernel estimator for densities of unknown smoothness, On the Finite Sample Behavior of Fixed Bandwidth Bickel–Rosenblatt Test for Univariate and Multivariate Uniformity, Integration by Parts for Point Processes and Monte Carlo Estimation, Gap-Based Estimation: Choosing the Smoothing Parameters for Probabilistic and General Regression Neural Networks, On Testing for the Nullity of Some Skewness Coefficients, A hybrid option pricing model using a neural network for estimating volatility, Discrete triangular distributions and non-parametric estimation for probability mass function, Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data, Enhancing Density-Based Data Reduction Using Entropy, Weighted Hellinger distance as an error criterion for bandwidth selection in kernel estimation, A generalized reflection method of boundary correction in kernel density estimation, Error Entropy in Classification Problems: A Univariate Data Analysis, Estimation of a density function at a point, Asymptotic theory of density estimation, Metodos empiricos bayes aplicados a problemas de prediccion, Strong uniform consistency of nonparametric estimation of the censored conditional mode function, Non- and semiparametric statistics: compared and contrasted, Statistical inference for poverty measures with relative poverty lines, Kernel density estimation for linear processes, Adaptive smoothing methods for frequency-function estimation, A consistent test for conditional symmetry in time series models, Neural recognition system for swine cough, Kernel density estimation for linear processes, Bivariate estimation with left-truncated data, GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION, Local power properties of kernel based goodness of fit tests, Cluster analysis by adaptive rank-order filters, On the expansion of the mean integrated squared error of a kernel density estimator, On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth, Some approximations toLp-statistics of kernel density estimators, A note on kernel density estimators with optimal bandwidths, Kernel density estimation: The general case, dotsViolin, Unnamed Item, On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring, Smooth estimators of distribution and density functions, Optimal \(L_{1}\) bandwidth selection for variable kernel density estimates, Estimation of a function under shape restrictions. Applications to reliability, Moderate deviations for the kernel mode estimator and some applications, Vector quantization using information theoretic concepts, Optimal kernel estimation of densities, Low computation and low latency algorithms for distributed sensor network initialization, On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables, A discriminant analysis using composite features for classification problems, Nonparametric recursive estimation of a multivariate, marginal and conditional dgp with an application to specification of econometric models, TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION, [https://portal.mardi4nfdi.de/wiki/Software:3048064 Estimation des densit�s: risque minimax], Estimating the density of a copula function, Minimum hellinger distance estimation for normal models, Density based tests for goodness-of-fit, Boundary bias correction in nonparametric density estimation, Nonparametric estimates of the nuisance parameter in the lad tests, Empirical Characteristic Function Estimation and Its Applications, Non-parametric identification of a memoryless system with a cascade structure, Ordenes de convergencia para las aproximaciones normal y bootstrap en estimacion no parametrica de la funcion de densidad, Stochastic Methods for Global Optimization, NONPARAMETRIC ESTIMATORS FOR TIME SERIES, Nonparametric density estimation from censored data, Optimal smoothing parameters for multivariate fized and adaptive kernel methods, Funcionales de mínima g-divergencia y sus estimadores asociados (I), Non-parametric estimation of the conditional mode, On A strongly consistent nonparametric density estimator for the deconvolution problem, Diversity sensitivity and multimodal Bayesian statistical analysis by relative entropy, Nonparametric weighted symmetry tests, Finding extrema and zeros in nonparametric regression when the data contains outliers, Length biased density estimation of fibres, Error analysis for general multtvariate kernel estimators, Goodness of fit tests based on the L2-norm of multivariate probability density functions, Bootstrap methods in regression smoothing, A new kernel density estimate, Taylor series approximations of transformation kernel density estimators, TheL1theory of estimation of monotone and unimodal densities, The impact of different definitions of nearest neighbour distances for censored data on nearest neighbour kernel estimators of the hazard rate, A minimax result for a class of nonparametric density estimators, A consistent nonparametric density estimator for the deconvolution problem, Some improvements on empirical bayes testing in lebesgue-exponential families, A comparioson of nonparametric unweighited and length-biased density estimation of fibres, Nonparametric estimation of response coefficients, Asymptotic Distributions of Innovation Density Estimators in Linear Processes, Additive Regression Model for Continuous Time Processes, Asymptotic-based bandwidth selection for the presmoothed density estimator with censored data, An extended orthogonal forward regression algorithm for system identification using entropy, Estimation of the stochastic conditional duration model via alternative methods, Random Projection RBF Nets for Multidimensional Density Estimation, A Reproducing Kernel Hilbert Space Framework for Spike Train Signal Processing, Unnamed Item, Estimating modes and isopleths, Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods, The choice of a kernel function in the graduation of counting process intensities, Estimation of a symmetric density function, A comparative study of some kernel-based nonparametric density estimators, On statistical transform methods and their efficiency, Real-time identification of time-varying systems by non-parametric algorithms based on Parzen kernels, Incorporating support constraints into nonparametric estimators of densities, Studentized estimation of a certain functional of a probability density function, Discrimination and classification: Overview, Using the bootstrap in testing symmetry versus asymmetry, Optimal kernels when estimating non-smooth densities, Stochastic global optimization methods part I: Clustering methods, Inférence statistique dans les processus stochastiques: Aperçu historique, Bootstrapping density estimates, Nonparametric synthetic data regression estimation for censored survival data, Additive nonparametric regression on principal components, On higher order kernels, Asymptotic joint distribution of sample quantiles and sample mean with applications, Estimation of the derivative of a density and related functions, Recursive estimation of the mode of a multivariate density, Empirical bayes interval estimates involving uniform distributions, The rank transformation as a method of discrimination with some examples, On estimation of a class of efficacy-related parameters, A simulative comparison of linear, quadratic and kernel discrimination, The asymptotic distributions of kernel estimators of the mode, Asymptotic theory of Grenander's mode estimator, Sequential fixed-width confidence intervals for a nonparametric density function, Weak and strong uniform consistency of kernel regression estimates, Unnamed Item, Weak and strong uniform consistency rates of kernel density estimates for randomly censored data, Nonparametric probability density estimation using normalized b–splines, On sequential density estimation, On asymptotic properties of an estimate of a functional of a probability density, Estimation of the order of autoregressive process, PRELIMINARY NOTE ON THE CLASSIFICATION OF VECTORS WITH SOME UNKNOWN DESCRIPTORS, Kernel density estimation revisited, Strong uniform consistency of integrals of density estimators, Estimation of probability densities by empirical density functions†, The methods for Smooth estimation of discrete distributions, On the L 1 convergence of kernel estimators of regression functions with applications in discrimination, Pattern classes: A technique for recovering their distributions, Nonparametric discrimination procedures for non-normal distributions, Empirical distribution function for mixing random variables. application in nonparametric hazard estimation, Nonparametric density estimates with improved . performance on given sets of densities, Dynamical Analysis of Time Series by Statistical Tests, The estimation of parameters from bulked samples, Normalité asymptotique d'estimateurs convergents du mode conditionnel, L2Version Of The Double Kernel Method, Shape statistics in kernel space for variational image segmentation., Large deviations principle for the delta-sequence method density estimator, Effective nonparametric estimation in the case of severely discretized data, Approximation rates of the error distribution of wavelet estimators of a density function under censorship, On the asymptotic normality of multistage integrated density derivatives kernel estimators., Some more results on increments of the partially observed empirical process., Do Markov-switching models capture nonlinearities in the data? Tests using nonparametric methods., Asymptotic normality of the nearest neighbor hazard estimates, Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data, Optimal convergence rates for Good's nonparametric maximum likelihood density estimator, Smooth estimation of multivariate survival and density functions, An analysis of distributions of priority values from alternative comparison scales within AHP, Application of Bernstein polynomials for smooth estimation of a distribution and density function, Mode estimation in a semi-normed vectorial space., Extracting fuzzy if-then rules by using the information matrix technique, Asymptotic properties of kernel density estimation with complex survey data, On estimation of time dependent spatial signal in Gaussian white noise., Multiple-view shape extraction from shading as local regression by analytic NN scheme, An illustration of variable precision rough sets model: an analysis of the findings of the UK monopolies and mergers Commission, Kernel density estimation under dependence, On the strong uniform consistency of a new kernel density estimator, A universal lower bound for the kernel estimate, On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate, Bootstrapping the mode, Inequalities of exponential type for some statistical estimates of the density of a distribution, Efficient estimation of a density in a problem of tomography., Maximum likelihood estimation of smooth monotone and unimodal densities., Least squares estimators of the mode of a unimodal regression function, Inequalities and bounds for kernel length-biased density estimation, Region oriented compression of color images using fuzzy inference and fast merging, Numerical results concerning a sharp adaptive density estimator, Bahadur representation of the kernel quantile estimator under truncated and censored data., Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index., A new proof of strong consistency of kernel estimation of density function and mode under random censorship., Optimal asymptotic quadratic errors of density estimators on random fields., Statistical inference on comparing two distribution functions with a possible crossing point., A conversation with Emanuel Parzen, Stability of continuous value discretisation: an application within rough set theory, Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions, Weighted uniform consistency of kernel density estimators., Adapting the classical kernel density estimator to data, Trimmed jackknife kernel estimate for the probability density function, A note on modified cross-validation in density estimation, Some problems in the simulation of nonlinear diffusion processes, Kernel-type density and failure rate estimation for associated sequences, Smoothing categorical data, The Bernstein polynomial estimator of a smooth quantile function, Minimum Hellinger distance estimation of mixture proportions, Consistency of the local kernel density estimator, Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system, Nonlinear black-box models in system identification: Mathematical foundations, A note on density mode estimation, Sequential confidence bands for densities, On the minimisation of \(L^ p\) error in mode estimation, Solvable models of layered neural networks based on their differential structure, On the Hilbert kernel density estimate, Two types of nonparametric estimates of the distribution density, Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems, A data-based algorithm for choosing the window width when estimating the density at a point, Linear and nonlinear causality between signals: methods, examples and neurophysiological applications, Integration of prior knowledge of measurement noise in kernel density classification, Confidence sets for the maximizers of intensity functions, Axiomatization of an exponential similarity function, Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes, Using virtual sample generation to build up management knowledge in the early manufacturing stages, On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests, Qualitative optimization of fuzzy causal rule bases using fuzzy Boolean nets, A vision-based method for weeds identification through the Bayesian decision theory, A multiview approach for intelligent data analysis based on data operators, FRSDE: Fast reduced set density estimator using minimal enclosing ball approximation, Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation, Nonparametric density estimation for nonmixing approximable stochastic processes, Probability density estimation with data missing at random when covariables are present, Mean shift spectral clustering, Domain density description for multiclass pattern classification with reduced computational load, A doubly robustified estimating function for ARCH time series models, Some improvements on a boundary corrected kernel density estimator, Kernel density estimation on Riemannian manifolds, Approximate dynamic programming-based approaches for input--output data-driven control of nonlinear processes, A semiparametric density estimator based on elliptical distributions, Numerical method for estimating multivariate conditional distributions, Empirical Bayes nonparametric kernel density estimation, Nonparametric estimation of the maximum hazard under dependence conditions, Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions, A clustering method based on multidimensional texture analysis, A locally adaptive transformation method of boundary correction in kernel density estimation, Asymptotics of estimators in semi-parametric model under NA samples, On consistency of redescending M-kernel smoothers, Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics, Discriminative training via minimization of risk estimates based on Parzen smoothing, Density codes and shape spaces, Transformation invariant stochastic catastrophe theory, A stochastic a posteriori updating algorithm for pattern recognition, Nonparametric estimation in Markov processes, Estimation of a multivariate density, Estimation of the mode, Testing of density functions, On empirical density function, Fehlerabschätzung für eine Klase von nichtparametrischen Schätzfolgen, Estimation of the departure from absolute continuity of a distribution