Strong consistent density estimate from ergodic sample
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Cites work
- scientific article; zbMATH DE number 3671410 (Why is no real title available?)
- scientific article; zbMATH DE number 3530849 (Why is no real title available?)
- scientific article; zbMATH DE number 3214089 (Why is no real title available?)
- Asymptotically optimal discriminant functions for pattern classification
Cited in
(15)- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
- Nonparametric inference for ergodic, stationary time series
- Strong consistency and rates for recursive probability density estimators of stationary processes
- Kernel density estimation for dynamical systems
- On density estimation from ergodic processes
- Sequential and recursive estimators of the probability density
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
- Limits to classification and regression estimation from ergodic processes
- Recursive kernel density estimators under a weak dependence condition
- A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
- Berry-Esseen bounds for density estimates under NA assumption
- Robust kernel estimators for additive models with dependent observations
- Nonparametric drift estimation from ergodic samples
- Nonparametric prediction from ergodic samples
- Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
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