Hermiter: \textbf{R} package for sequential nonparametric estimation
From MaRDI portal
Publication:6567440
DOI10.1007/S00180-023-01382-0MaRDI QIDQ6567440FDOQ6567440
Authors: Michael Stephanou, Melvin M. Varughese 
Publication date: 5 July 2024
Published in: Computational Statistics (Search for Journal in Brave)
Hermite series estimatorsonline algorithmssequential algorithmsfast Kendall Taufast quantilesfast Spearman Rho
Cites Work
- Julia: a fresh approach to numerical computing
- ggplot2. Elegant graphics for data analysis. With contributions by Carson Sievert
- Sequential quantiles via Hermite series density estimation
- Sequential estimation of Spearman rank correlation using Hermite series estimators
- Computation of multivariate normal and \(t\) probabilities
- Pointwise consistency of the Hermite series density estimate
- Properties of Hermite series estimation of probability density
- Recursive density estimators based on Robbins-Monro's scheme and using Bernstein polynomials
- On the properties of Hermite series based distribution function estimators
- The stochastic approximation method for estimation of a distribution function
- Influence functions of the Spearman and Kendall correlation measures
- Title not available (Why is that?)
- Nonparametric System Identification
- Recursive distribution estimator defined by stochastic approximation method using Bernstein polynomials
- Estimation of Probability Density by an Orthogonal Series
- Hermite series estimates of a probability density and its derivatives
- Hermite series estimators for probability densities
This page was built for publication: Hermiter: \textbf{R} package for sequential nonparametric estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567440)
