New approaches to nonparametric density estimation and selection of smoothing parameters

DOI10.1016/j.csda.2011.12.019zbMath1252.62039WikidataQ60627729 ScholiaQ60627729MaRDI QIDQ693222

Ansgar Steland, Nina Golyandina, Andrey Pepelyshev

Publication date: 7 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.019

zbMATH Keywords

empirical distribution function; adaptive filters; singular spectrum analysis; acceptance sampling plans; time series smoothing

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P30: Applications of statistics in engineering and industry; control charts

62M15: Inference from stochastic processes and spectral analysis

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Uses Software

• CaterpillarSSA

Cites Work

• Bayesian density estimation from grouped continuous data
• Computation- and space-efficient implementation of SSA
• Nonparametric density estimation for positive time series
• Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval
• On nonparametric local inference for density estimation
• Nonparametric curve estimation. Methods, theory, and applications
• Application of Bernstein polynomials for smooth estimation of a distribution and density function
• The Bernstein polynomial estimator of a smooth quantile function
• A Brief Survey of Bandwidth Selection for Density Estimation
• Remarks on Some Nonparametric Estimates of a Density Function
• Acceptance Sampling in Quality Control
• Biased and Unbiased Cross-Validation in Density Estimation
• Density Estimation and Bump-Hunting by the Penalized Likelihood Method Exemplified by Scattering and Meteorite Data
• One-Sided Cross-Validation
• Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation
• Indirect Cross-Validation for Density Estimation
• On Estimation of a Probability Density Function and Mode
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