Smooth estimators of distribution and density functions
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Cites work
- scientific article; zbMATH DE number 4215179 (Why is no real title available?)
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- Choice of kernel order in density estimation
- 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
- On Estimation of a Probability Density Function and Mode
- 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
(77)- On kernel density derivative estimation
- Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
- Marker dependent kernel hazard estimation from local linear estimation
- Fitting high-dimensional copulae to data
- Triple smoothing estimation of the regression function and its derivatives in nonparametric regression
- Nonparametric density estimation based on beta prime kernel
- Smooth estimation of circular cumulative distribution functions and quantiles
- An interpolation method for adapting to sparse design in multivariate nonparametric regression
- On automatic boundary corrections
- A note on the performance of the gamma kernel estimators at the boundary
- Semiparametric multivariate density estimation for positive data using copulas
- Asymptotic properties of Dirichlet kernel density estimators
- Nonparametric estimation under long memory dependence
- Fourier methods for smooth distribution function estimation
- A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER
- Nonparametric density estimation for positive time series
- Adaptive density estimation on bounded domains
- Weak convergence for smooth estimator of a distribution function under negative association
- Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data
- Multivariate Boundary Kernels from Local Linear Estimation
- Bandwidth selection: Classical or plug-in?
- Deconvolving cumulative density from associated random processes
- Adaptive density estimation on bounded domains under mixing conditions
- Non parametric multivariate distribution estimation under right censoring
- Density and hazard rate estimation for censored and α-mixing data using gamma kernels
- Kernel type smoothed quantile estimation under long memory
- Local polynomial \(M\)-smoothers in nonparametric regression
- Optimal Estimation Rules for Functions of High Smoothness
- Polygonal smoothing of the empirical distribution function
- A new non parametric estimator for Pdf based on inverse gamma distribution
- On nonparametric estimation of a reliability function
- On kernel-based estimation of distribution function and its quantiles based on ranked set sampling
- A Measure of “smoothness” of Multidimensional Distributions of Integer-Valued Random Vectors
- Improving bias in kernel density estimation
- Smoothing parameter selection for smooth distribution functions
- Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density*
- Deconvolution of cumulative distribution function with unknown noise distribution
- Optimal smooth hazard estimates
- On estimation of mean and covariance functions in repeated time series with long-memory errors
- Beta kernel estimators for density functions
- Nonparametric smooth estimation of the expected inactivity time function
- Improving kernel-based nonparametric regression for circular-linear data
- Nonparametric multiple regression estimation for circular response
- Kernel density estimation based on progressive type-II censoring
- DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION
- EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING
- On weighted version of dynamic cumulative residual inaccuracy measure based on extropy
- Nonparametric inference for copulas and measures of dependence under length-biased sampling and informative censoring
- Edgeworth expansions for nonparametric distribution estimation with applications
- New type of gamma kernel density estimator
- \(L_{1}\)-rate of convergence of smoothed histogram
- On the nonparametric smooth estimation of the reversed hazard rate function
- Gamma kernel estimators for density and hazard rate of right-censored data
- Boundary performance of the beta kernel estimators
- Nonparametric estimation of copula functions for dependence modelling
- Three Sides of Smoothing: Categorical Data Smoothing, Nonparametric Regression, and Density Estimation
- On close relations of local likelihood density estimation
- Berry-esseen bounds for smooth estimator of a distribution function under association
- Local linear density estimation for filtered survival data, with bias correction
- On estimating the distribution function and odds using ranked set sampling
- Smoothing sparse multinomial data using local polynomial fitting
- Kernel density estimation on the torus
- Local polynomial regression for circular predictors
- On higher order kernels
- \(L^1\) properties of the Nadaraya quantile estimator
- A note on quantile estimation for long-range dependent stochastic processes
- Generalized jackknifing and higher order kernels
- Nonparametric density estimation for multivariate bounded data
- Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators
- A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution
- A local likelihood method for estimating relative risk functions in case-control studies
- ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
- Nonparametric density estimation based on the scaled Laplace transform inversion
- Local likelihood density estimation
- Kernel-based estimation of P(X < Y) when X and Y are dependent random variables based on progressive type II censoring
- A family of asymmetric kernels based on log-symmetric distributions
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