Pages that link to "Item:Q1093274"
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The following pages link to Estimation of integrated squared density derivatives (Q1093274):
Displaying 50 items.
- A note on efficient density estimators of convolutions (Q453030) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- On estimating the distribution function and odds using ranked set sampling (Q504441) (← links)
- Measuring asymmetry and testing symmetry (Q520569) (← links)
- Kernel density estimation via diffusion (Q605933) (← links)
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices (Q619156) (← links)
- Local linear hazard rate estimation and bandwidth selection (Q645537) (← links)
- On the choice of the smoothing parameter in kernel density estimation (Q735553) (← links)
- Root \(n\) estimates of vectors of integrated density partial derivative functionals (Q741153) (← links)
- Local bandwidth selectors for deconvolution kernel density estimation (Q746235) (← links)
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
- Minimax quadratic estimation of a quadratic functional (Q758038) (← links)
- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives (Q758040) (← links)
- Estimation of integrated squared spectral density derivatives (Q758070) (← links)
- On estimation of \(L_r\)-norms in Gaussian white noise models (Q783806) (← links)
- Comments on a data based bandwidth selector (Q804144) (← links)
- Nonquadratic estimators of a quadratic functional (Q818000) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Marginal integration for nonparametric causal inference (Q908271) (← links)
- A note on kernel density estimation for non-negative random variables (Q998884) (← links)
- A simple adaptive estimator of the integrated square of a density (Q1002574) (← links)
- Plug-in bandwidth selector for the kernel relative density estimator (Q1019453) (← links)
- Optimal bandwidth choice for density-weighted averages (Q1126477) (← links)
- Lower bounds for bandwidth selection in density estimation (Q1178978) (← links)
- Smoothed cross-validation (Q1184042) (← links)
- A short note on optimal bandwidth selection for kernel estimators (Q1263184) (← links)
- Remark concerning data-dependent bandwidth choice in density estimation (Q1263185) (← links)
- Density estimation by kernel and wavelets methods: optimality of Besov spaces (Q1314732) (← links)
- Estimation of density functionals (Q1336544) (← links)
- Accuracy of binned kernel functional approximations (Q1351085) (← links)
- Estimating the integral of a squared regression function with Latin hypercube sampling (Q1359742) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- How easy is a given density to estimate? (Q1361576) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- On the asymptotic normality of multistage integrated density derivatives kernel estimators. (Q1423129) (← links)
- Kernel distribution function estimation under the Koziol-Green model (Q1577324) (← links)
- Multisample tests for scale based on kernel density estimation (Q1579541) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- An assessment of finite sample performance of adaptive methods in density estimation (Q1606486) (← links)
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Efficient estimation of integral functionals of a density (Q1816590) (← links)
- Estimating nonquadratic functionals of a density using Haar wavelets (Q1816599) (← links)
- Bootstrapping nonparametric density estimators with empirically chosen bandwidths. (Q1848913) (← links)
- On nonparametric tests of positivity/monotonicity/convexity (Q1848947) (← links)
- Semiparametric density estimation by local \(L_ 2\)-fitting. (Q1879933) (← links)
- On correcting for variance inflation in kernel density estimation (Q1896048) (← links)
- A note on the statistical properties of the secant algorithm for calculating rank estimators (Q1896130) (← links)
- Estimators of integrals of powers of density derivatives (Q1897069) (← links)
