Pages that link to "Item:Q4653508"
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The following pages link to Root<i>n</i>consistent density estimators for sums of independent random variables (Q4653508):
Displaying 33 items.
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise (Q385781) (← links)
- Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
- On efficient estimation of densities for sums of squared observations (Q452868) (← links)
- A note on efficient density estimators of convolutions (Q453030) (← links)
- Uniform central limit theorems for the Grenander estimator (Q491404) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- Tests for normality based on density estimators of convolutions (Q625030) (← links)
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
- Convergence rates of density estimators for sums of powers of observations (Q745338) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Consistent and rate-optimal density estimation from heteroscedastic data groups (Q1011529) (← links)
- On convergence and convolutions of random signed measures (Q1014058) (← links)
- \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- A review of uncertainty quantification for density estimation (Q2048457) (← links)
- Distribution estimation of a sum random variable from noisy samples (Q2048984) (← links)
- Online estimation of integrated squared density derivatives (Q2216958) (← links)
- Recursive estimators of integrated squared density derivatives (Q2288772) (← links)
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms (Q2370459) (← links)
- Laws of the iterated logarithm for the local U-statistic process (Q2385605) (← links)
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
- Uniform convergence of convolution estimators for the response density in nonparametric regression (Q2435242) (← links)
- Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) (← links)
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables (Q2642743) (← links)
- Optimal convergence rates for density estimation from grouped data (Q2643380) (← links)
- Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
- Fast nonparametric estimation for convolutions of densities (Q2870712) (← links)
- A Convolution Estimator for the Density of Nonlinear Regression Observations (Q2911718) (← links)
- Estimation of convolution in the model with noise (Q3455249) (← links)
- Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
- Kernel density estimation with Berkson error (Q5507351) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)