Smooth optimum kernel estimators of densities, regression curves and modes

DOI10.1214/AOS/1176346523zbMATH Open0543.62031OpenAlexW2008986601MaRDI QIDQ796206FDOQ796206

Authors: Hans-Georg Müller 

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346523

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zbMATH Keywords

density estimationkernel estimatorsvariational problemsmodesderivativeschoice of kernelsestimation of functionskernels of compact supportorders of smoothnessregression curves

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10)

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• Supervised structural learning of semiparametric regression on high-dimensional correlated covariates with applications to eQTL studies
• Estimation of non-parametric regression for dasometric measures
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• Optimal shapes for kernel density estimation
• Test of dominance relations based on kernel smoothing method
• A reliable data-based smoothing parameter selection method for circular kernel estimation
• Recursive differencing for estimating semiparametric models
• Two-step estimation of quantile panel data models with interactive fixed effects
• What do kernel density estimators optimize?
• Nonparametrics: Retrospectives and perspectives^*
• Minimax kernels for nonparametric curve estimation
• An integrated kernel-weighted smoothed maximum score estimator for the partially linear binary response model
• Reducing the mean squared error in kernel density estimation
• Remarks on optimum kernels and optimum boundary kernels.
• On the asymptotic mean square error of \(L_ 1\) kernel estimates of smooth functions
• A kernel mode estimate under random left truncation and time series model: asymptotic normality
• Canonical kernels for density estimation
• Semiparametric estimation of a panel data proportional hazards model with fixed effects
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• A complete gradient clustering algorithm formed with kernel estimators
• Nonparametric regression with infinite order flat-top kernels
• Smoothed quantile regression for panel data
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• Mode regression
• Nonparametric estimation of density derivatives of dependent data
• Adaptive nonparametric estimation of a multivariate regression function
• A class of weighted estimating equations for additive hazard models with covariates missing at random
• Non- and semi-parametric estimation in models with unknown smoothness
• Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
• The quasi-likelihood estimation in regression
• Two-step estimation of semiparametric censored regression models
• Consistent nonparametric multiple regression: the fixed design case
• Smooth estimators of distribution and density functions
• A note on density mode estimation
• Canonical higher-order kernels for density derivative estimation
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• Smooth kernel estimation of a circular density function: a connection to orthogonal polynomials on the unit circle
• Smooth optimum kernel estimators near endpoints
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• On estimation of mean and covariance functions in repeated time series with long-memory errors
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
• Bootstrap critical values for tests based on the smoothed maximum score estimator
• Kernel estimation for characteristics of pure jump processes
• Improved confidence intervals for quantiles
• An optimal local bandwidth selector for kernel density estimation
• On the modal resolution of kernel density estimators
• Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
• Kernel estimation of smooth densities unsing fabian's approach
• Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives
• Identification and estimation in a correlated random coefficients binary response model
• Bias correction and higher order kernel functions
• Spatiotemporal satellite data imputation using sparse functional data analysis
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• Optimizing Kernel Methods: A Unifying Variational Principle
• Hierarchies of higher order kernels
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• On nonparametric kernel estimation of the mode of the regression function in the random design model
• Relative deficiency of quantile estimators for left truncated and right censored data
• On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
• Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis
• Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
• Generalized jackknifing and higher order kernels
• Quantile estimators and covering probabilities
• On optimal kernel choice for deconvolution
• A Class of Improved Parametrically Guided Nonparametric Regression Estimators

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