Hermite series estimators for probability densities

DOI10.1007/BF02613540MaRDI QIDQ918596zbMATH OpenFDO

Authors Eckhard Liebscher

Publication date 1990

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176315

zbMATH Keywords

asymptotic normalitymean square erroralmost sure convergencerates of convergenceMSEMISEmean integrated square errorrandom lengthConvergence in probabilityHermite series density estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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• An extension of the Hajek-Renyi inequality for one maximum of partial sums
• Density Estimation by Orthogonal Series
• Estimation of Probability Density by an Orthogonal Series
• Hermite series estimates of a probability density and its derivatives
• Kernel estimators for probability densities with discontinuities
• On Estimation of a Probability Density Function and Mode
• Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
• Properties of Hermite series estimation of probability density

Cited in

(24)

• PDF estimation via characteristic function and an orthonormal basis set
• Assessing the value of Hermite densities for predictive distributions
• Hermiter: \textbf{R} package for sequential nonparametric estimation
• On the properties of Hermite series based distribution function estimators
• Density estimation with Haar series
• scientific article; zbMATH DE number 4013766 (Why is no real title available?)
• Asymptotic normality of nonparametric estimators under -mixing condition
• scientific article; zbMATH DE number 4135223 (Why is no real title available?)
• scientific article; zbMATH DE number 4066143 (Why is no real title available?)
• An asymptotic expression for cumulative sum of probabilities of the hermite distribution
• scientific article; zbMATH DE number 3934218 (Why is no real title available?)
• Sequential quantiles via Hermite series density estimation
• Sequential estimation of Spearman rank correlation using Hermite series estimators
• Mixed moment estimation in Hermite distribution and its comparison with other estimation procedures from sample size considerations
• Estimating multivariate latent-structure models
• Hermite series estimates of a probability density and its derivatives
• scientific article; zbMATH DE number 3992659 (Why is no real title available?)
• Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
• On the estimation of the probability density by trigonometric series
• Pointwise consistency of the Hermite series density estimate
• Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
• Characterizations of bivariate and multivariate life distributions based on reciprocal subtangent
• Semi-nonparametric estimation of secret reserve prices in auctions
• scientific article; zbMATH DE number 758443 (Why is no real title available?)

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