Hermite series estimators for probability densities

DOI10.1007/BF02613540zbMATH Open0706.62041MaRDI QIDQ918596FDOQ918596

Publication date: 1990

Published in: Metrika (Search for Journal in Brave)

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

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scientific article
scientific article; zbMATH DE number 4066143

asymptotic normality mean square error almost sure convergence rates of convergence MSE MISE mean integrated square error random length Convergence in probability Hermite series density estimators

Mathematics Subject Classification ID

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

Cites Work

Properties of Hermite series estimation of probability density
Title not available (Why is that?)
Estimation of Probability Density by an Orthogonal Series
On Estimation of a Probability Density Function and Mode
Hermite series estimates of a probability density and its derivatives
Title not available (Why is that?)
Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
Density Estimation by Orthogonal Series
An extension of the Hajek-Renyi inequality for one maximum of partial sums
Title not available (Why is that?)
Title not available (Why is that?)
Kernel estimators for probability densities with discontinuities

Cited In (24)

PDF estimation via characteristic function and an orthonormal basis set
Hermiter: \textbf{R} package for sequential nonparametric estimation
Assessing the value of Hermite densities for predictive distributions
On the properties of Hermite series based distribution function estimators
Density estimation with Haar series
Title not available (Why is that?)
Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition
Title not available (Why is that?)
Title not available (Why is that?)
An asymptotic expression for cumulative sum of probabilities of the hermite distribution
Title not available (Why is that?)
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
Title not available (Why is that?)
Hermite series estimates of a probability density and its derivatives
On the estimation of the probability density by trigonometric series
Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
Pointwise consistency of the Hermite series density estimate
Characterizations of bivariate and multivariate life distributions based on reciprocal subtangent
Title not available (Why is that?)
Semi-nonparametric estimation of secret reserve prices in auctions

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