Convergence rates of density estimators for sums of powers of observations
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Publication:745338
DOI10.1007/S00184-008-0215-2zbMath1433.62107OpenAlexW2034571768MaRDI QIDQ745338
Wolfgang Wefelmeyer, Anton Schick
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-008-0215-2
Related Items (6)
Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models ⋮ Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution ⋮ Estimating the density of a possibly missing response variable in nonlinear regression ⋮ On efficient estimation of densities for sums of squared observations ⋮ Improved Density Estimators for Invertible Linear Processes ⋮ Non Standard Behavior of Density Estimators for Functions of Independent Observations
Cites Work
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- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- Laws of the iterated logarithm for the local U-statistic process
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- On the estimation of the marginal density of a moving average process
- Non-standard behavior of density estimators for sums of squared observations
- Estimating Densities of Functions of Observations
- Rootnconsistent density estimators for sums of independent random variables
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