Remarks on Some Nonparametric Estimates of a Density Function

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Probability density estimation for survival data with censoring indicators missing at random
On a parametric family of sequential estimators of the density for a strong mixing process
The stochastic approximation method for the estimation of a multivariate probability density
A cross-validation method for data with ties in kernel density estimation
Exact risk improvement of bandwidth selectors for kernel density estimation with directional data
L_p-consistency of multivariate density estimates
Asymptotic normality of some kernel-type estimators of probability density
A note on the estimation of the integral of f^ 2(x)
Laws of large numbers for classes of functions
Asymptotic distributions of estimators of the derivative of a density and the score function
The empirical Bayes rules with floating optimal sample size for exponential conditional distributions
Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
Central limit theorem for perturbed empirical distribution functions evaluated at a random point
Random approximations to some measures of accuracy in nonparametric curve estimation
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
The kernel estimate is relatively stable
Estimation of integrated squared density derivatives
On improving convergence rates for nonnegative kernel failure-rate function estimators
Almost sure convergence of recursive density estimators for stationary mixing processes
MISE of kernel estimates of a density and its derivatives
Estimating the direction in which a data set is most interesting
Modified nonparametric kernel estimates of a regression function and their consistencies with rates
Smoothing signals for semimartingales
A test of independence for the coordinates of bivariate censored data
Comments on ``A new theoretical and algorithmical basis for estimation, identification and control by P. Kovanic
Adaptive nonparametric estimation of a multivariate regression function
Central limit theorems for \(L_ p\)-norms of density estimators
On the use of compactly supported density estimates in problems of discrimination
Strong uniform consistency of kernel probability density estimators based on sample moments
Locally adaptive hazard smoothing
On nonparametric regression with higher-order kernels
Non-parametric estimation of conditional quantiles
Fixed width confidence bands for densities under censoring
Asymptotic inference for stochastic processes
On the uniform complete convergence of density function estimates
Estimating a density on the positive half line by the method of orthogonal series
Central limit theorems under weak dependence
Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications
Nonparametric estimation of Matusita's measure of affinity between absolutely continuous distributions
Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate
Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives
Nonparametric estimation of the location and scale parameters based on density estimation
Kernel estimates as a basis for general particle methods in hydrodynamics
Large errors for statistical estimates of density distributions
Optimal parameter choice for error minimization in bivariate histograms
Lower bounds for bandwidth selection in density estimation
Time-dependent coefficients in a Cox-type regression model
Bootstrap optimal bandwidth selection for kernel density estimates
A remainder estimate for the normal approximation of perturbed sample quantiles
Asymptotic bounds for the expected L^ 1 error of a multivariate kernel density estimator
Differences and derivatives in kernel estimation
Maximum entropy estimation of density and regression functions
Sequential interval histogram analysis of non-stationary neuronal spike trains
Consistency of a certain class of empirical density functions
On pointwise nonparametric estimation of a density function
Zur Schätzung eines Dichtefunktionals
Über die Konsistenz einer Schätzung mehrdimensionaler Dichten auf der Basis trigonometrischer Reihen
Nonparametric estimation of mixed partial derivatives of a multivariate density
Additive estimators for probabilities of correct classification
Multivariate k-nearest neighbor density estimates
On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives
Estimation of prior distribution and empirical Bayes estimation in a nonexponential family
Bias annihilating bandwidths for kernel density estimation at a point
Density estimation on the Stiefel manifold
On kernel estimation of a multivariate distribution function
Tracking of signals and its derivatives in Gaussian white noise
Asymptotic normality for density kernel estimators in discrete and continuous time
A semi-Bayesian method for nonparametric density estimation.
Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators
Functional estimation for time series: Uniform convergence properties
Large deviation principle in nonparametric estimation of marked point processes
Asymptotically optimal choice of the smoothing parameter in a nonparametric kernel estimator for a probability density
A Berry-Esseen-type bound for recursive estimators of a density and its derivatives
Statistical decisions under nonparametric a priori information
On the non-consistency of an estimate of Chiu
Bayesian and likelihood inference from equally weighted mixtures
Probability density estimation from dependent observations using wavelets orthonormal bases
Nonparametric estimation of joint discrete-continuous probability densities with applications
On the strong uniform consistency of density estimation for strongly dependent sequences
Monte Carlo response surfaces: A comparative approach
Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data
Local likelihood density estimation
A universally acceptable smoothing factor for kernel density estimates
Bootstrap models for interval estimation of longevity characteristics of sequential systems from small samples
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
Kernel density estimation under weak dependence with sampled data
A comparative study of several smoothing methods in density estimation
Response probability estimation
Density estimation on the spaces of symmetric and rectangular matrices
Multivariate nonparametric resampling scheme for generation of daily weather variables
A note on the integrated squared error of a kernel density estimator in non-smooth cases
Using a stopping rule to determine the size of the training sample in a classification problem
Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
On testing density functions
Shape statistics in kernel space for variational image segmentation.
Comparative analysis of different approaches to target differentiation and localization with sonar
Large deviations principle for the delta-sequence method density estimator
Approximation rates of the error distribution of wavelet estimators of a density function under censorship

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