Smooth estimators of distribution and density functions
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Cites work
- Choice of kernel order in density estimation
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- Improvement of Kernel Type Density Estimators
- Interpolating spline methods for density estimation. I: Equi-spaced knots
- Nonparametric probability density estimation by discrete maximum penalized-likelihood criteria
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- Optimum kernel estimators
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Smooth optimum kernel estimators of densities, regression curves and modes
- Some New Estimates for Distribution Functions
- Unbiased Estimation in Convex Families
- Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting
Cited in
(82)- Nonparametric density estimation for multivariate bounded data
- Beta kernel estimators for density functions
- Local likelihood density estimation
- On close relations of local likelihood density estimation
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- On automatic boundary corrections
- Edgeworth expansions for nonparametric distribution estimation with applications
- An interpolation method for adapting to sparse design in multivariate nonparametric regression
- Polygonal smoothing of the empirical distribution function
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
- Local polynomial \(M\)-smoothers in nonparametric regression
- Nonparametric smooth estimation of the expected inactivity time function
- Bandwidth selection: Classical or plug-in?
- Asymptotic properties of Dirichlet kernel density estimators
- \(L^1\) properties of the Nadaraya quantile estimator
- Kernel density estimation based on progressive type-II censoring
- New type of gamma kernel density estimator
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- On the nonparametric smooth estimation of the reversed hazard rate function
- Smoothing parameter selection for smooth distribution functions
- Fourier methods for smooth distribution function estimation
- \(L_{1}\)-rate of convergence of smoothed histogram
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- Fitting high-dimensional copulae to data
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- On higher order kernels
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- Marker dependent kernel hazard estimation from local linear estimation
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- Multivariate Boundary Kernels from Local Linear Estimation
- Smoothing sparse multinomial data using local polynomial fitting
- A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER
- Nonparametric estimation under long memory dependence
- Kernel type smoothed quantile estimation under long memory
- DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION
- EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING
- Improving bias in kernel density estimation
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- On kernel-based estimation of distribution function and its quantiles based on ranked set sampling
- Kernel density estimation on the torus
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- Application of nonparametric approach to extreme value inference in distribution estimation of sample maximum and its properties
- On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection
- Local polynomial regression for circular predictors
- Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
- Deconvolution of cumulative distribution function with unknown noise distribution
- A local likelihood method for estimating relative risk functions in case-control studies
- Semiparametric multivariate density estimation for positive data using copulas
- A note on the performance of the gamma kernel estimators at the boundary
- Nonparametric density estimation for positive time series
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