New approaches to nonparametric density estimation and selection of smoothing parameters
From MaRDI portal
(Redirected from Publication:693222)
Recommendations
- A nonparametric data based univariate density function estimate
- Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation
- DATA-BASED CHOICE OF THE SMOOTHING PARAMETER FOR A KERNEL DENSITY ESTIMATOR
- Nonlinearly Smoothed EM Density Estimation With Automated Smoothing Parameter Selection for Nonparametric Deconvolution Problems
- A stabilized bandwidth selection method for kernel smoothing of the periodogram.
Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3789676 (Why is no real title available?)
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 837911 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3366295 (Why is no real title available?)
- A Brief Survey of Bandwidth Selection for Density Estimation
- Acceptance Sampling in Quality Control
- Analysis of time series structure. SSA and related techniques
- Application of Bernstein polynomials for smooth estimation of a distribution and density function
- Bayesian density estimation from grouped continuous data
- Biased and Unbiased Cross-Validation in Density Estimation
- Computation- and space-efficient implementation of SSA
- Density Estimation and Bump-Hunting by the Penalized Likelihood Method Exemplified by Scattering and Meteorite Data
- Improving Sheather and Jones' bandwidth selector for difficult densities in kernel density estimation
- Indirect cross-validation for density estimation
- Nonparametric curve estimation. Methods, theory, and applications
- Nonparametric density estimation for positive time series
- Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval
- On Estimation of a Probability Density Function and Mode
- On nonparametric local inference for density estimation
- One-Sided Cross-Validation
- Remarks on Some Nonparametric Estimates of a Density Function
- The Bernstein polynomial estimator of a smooth quantile function
Cited in
(11)- On bandwidth selection using minimal spanning tree for kernel density estimation
- Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library
- A new method for nonparametric density estimation
- Estimation of the quantile function using Bernstein–Durrmeyer polynomials
- Basic singular spectrum analysis and forecasting with R
- A hierarchical modeling approach for clustering probability density functions
- Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study
- Panel-based stratified cluster sampling and analysis for photovoltaic outdoor measurements
- Nonparametric Estimation of a Density of Unknown Smoothness
- Nonlinearly Smoothed EM Density Estimation With Automated Smoothing Parameter Selection for Nonparametric Deconvolution Problems
- Sampling plans for control-inspection schemes under independent and dependent sampling designs with applications to photovoltaics
This page was built for publication: New approaches to nonparametric density estimation and selection of smoothing parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q693222)