Weak conditions for shrinking multivariate nonparametric density estimators

DOI10.1016/J.JMVA.2012.09.009MaRDI QIDQ1941446zbMATH OpenOpenAlexFDO

Authors Alessio Sancetta

Publication date 12 March 2013

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.09.009

zbMATH Keywords

integrated square errorKolmogorov asymptoticsparametric modelshrinkage

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

Recommendations

• scientific article; zbMATH DE number 4020220
• scientific article; zbMATH DE number 1124643
• Consistency of multivariate density estimators using random bandwidths
• Reducing dimensionality effects on kernel density estimation: The bivariate Gaussian case
• Multivariate density estimation with general flat-top kernels of infinite order

Cited in

(1)

• scientific article; zbMATH DE number 4020220 (Why is no real title available?)

This page was built for publication: Weak conditions for shrinking multivariate nonparametric density estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1941446)