Sequential fixed-width confidence intervals for a nonparametric density function

DOI10.1007/BF00532165MaRDI QIDQ3949814zbMATH OpenFDO

Authors Winfried Stute

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

kernel density estimatorexpected stopping time

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)

Cites work

• scientific article; zbMATH DE number 3279646 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• A law of the logarithm for kernel density estimators
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Curve Estimates
• On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics
• On Estimation of a Probability Density Function and Mode
• On sequential density estimation
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sequential Confidence Intervals Based on Rank Tests
• The oscillation behavior of empirical processes

Cited in

(14)

• An overview of sequential nonparametric density estimation
• Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance
• Non-parametric sequential estimation of a regression function based on dependent observations
• Sequential and recursive estimators of the probability density
• A note on sequential density estimation
• Sequential confidence bands for densities
• Confident estimation for density of a biological population based on line transect sampling
• The convergence rate of fixed width sequential confidence intervals for a probability density function
• Sequential nonparametric fixed-width confidence intervals for conditional quantiles
• Convergence rate of the normal approximation for sequential estimators of a probability density and its derivatives
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• On Sequential Data-Driven Density Estimation
• Sequential confidence bands for quantile densities under truncated and censored data
• A global stopping rule for recursive density estimators

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