Weak convergence and efficient density estimation at a point
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(19)- On near neighbour estimates of a multivariate density
- Arbitrariness of the pilot estimator in adaptive kernel methods
- Efficient estimation of the reciprocal of the density quantile function at a point
- Variable window width kernel estimates of probability densities
- Asymptotically efficient estimation of the sparsity function at a point
- Uniform consistency of automatic and location-adaptive delta-sequence estimators
- Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
- Adaptive nonparametric estimation of a multivariate regression function
- Locally adaptive hazard smoothing
- Remark concerning data-dependent bandwidth choice in density estimation
- Error process indexed by bandwidth matrices in multivariate local linear smoothing
- An assessment of finite sample performance of adaptive methods in density estimation
- A data-based algorithm for choosing the window width when estimating the density at a point
- Pointwise and uniform convergence of kernel density estimators using random bandwidths
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
- Non-nested model selection based on the quantiles and it's application in time series
- Local data-driven bandwidth choice for density estimation
- Multivariate data-driven k-NN function estimation
- Estimation of the reciprocal of the density quantile function at a point
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