The following pages link to (Q3336497):
Displaying 50 items.
- On visual distances in density estimation: the Hausdorff choice (Q1305230) (← links)
- On density estimation from ergodic processes (Q1307505) (← links)
- Hellinger distance and Kullback-Leibler loss for the kernel density estimator (Q1314730) (← links)
- Statistical decisions under nonparametric a priori information (Q1330610) (← links)
- On the non-consistency of an estimate of Chiu (Q1332889) (← links)
- Properties of nonparametric estimators of autocovariance for stationary random fields (Q1333576) (← links)
- Kernel estimation of the density of a statistic (Q1336938) (← links)
- Non-parametric estimation of deterministically chaotic systems (Q1338103) (← links)
- Identificaction of nonlinear block-oriented systems by the recursive kernel estimate (Q1338578) (← links)
- Bivariate B-splines for tensor logspline density estimation (Q1351843) (← links)
- A universally acceptable smoothing factor for kernel density estimates (Q1354450) (← links)
- Limit of the quadratic risk in density estimation using linear methods (Q1359736) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- How easy is a given density to estimate? (Q1361576) (← links)
- Minimum negative exponential disparity estimation in parametric models (Q1361763) (← links)
- A cross-validation bandwidth choice for kernel density estimates with selection biased data (Q1364666) (← links)
- On optimal estimators of shift population density functions and conditions of their consistency (Q1368805) (← links)
- On unbiased density estimation for ergodic diffusion (Q1380639) (← links)
- Using a stopping rule to determine the size of the training sample in a classification problem (Q1382190) (← links)
- Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes (Q1383097) (← links)
- The \(L_1\)-norm density estimator process (Q1394525) (← links)
- On the risk of estimates for block decreasing densities (Q1400148) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Asymptotic normality of the \(L_1\) error of the Grenander estimator (Q1568274) (← links)
- Hierarchical mixtures-of-experts for exponential family regression models: Approximation and maximum likelihood estimation (Q1568308) (← links)
- Estimation of densities and derivatives of densities with directional data. (Q1570287) (← links)
- Penalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic data (Q1576464) (← links)
- Large deviations for the \(L_1\)-distance in kernel density estimation (Q1591278) (← links)
- Minimum Hellinger distance estimation for supercritical Galton-Watson processes (Q1593719) (← links)
- Nonparametric estimation of dichotomic regression with biomedical applications (Q1598512) (← links)
- Exploring efficiency differences over time in the Spanish banking industry (Q1598742) (← links)
- Averaged singular integral estimation as a bias reduction technique (Q1599074) (← links)
- On the rate of convergence of error estimates for the partitioning classification rule (Q1603597) (← links)
- A unified treatment of direct and indirect estimation of a probability density and its derivatives (Q1612997) (← links)
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
- Hypothesis testing for high-dimensional multinomials: a selective review (Q1624805) (← links)
- Uniform in bandwidth consistency of nonparametric regression based on copula representation (Q1640948) (← links)
- Optimal bandwidth selection in kernel density estimation for continuous time dependent processes (Q1642238) (← links)
- Nonparametric recursive method for kernel-type function estimators for spatial data (Q1642437) (← links)
- Estimation of reliability with semi-parametric modeling of degradation (Q1658386) (← links)
- Predicting membrane protein types by fusing composite protein sequence features into pseudo amino acid composition (Q1670554) (← links)
- Large and moderate deviations for kernel-type estimators of the mean density of Boolean models (Q1697483) (← links)
- Statistical tests in the partially linear additive regression models (Q1731204) (← links)
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) (Q1733113) (← links)
- Nonparametric density estimation for spatial data with wavelets (Q1750001) (← links)
- On minimax density estimation on \(\mathbb R\) (Q1769774) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Large deviations of \(L_1\)-error of empirical measures on partitions (Q1771483) (← links)
- Estimation of heavy-tailed probability density function with applications to Web data (Q1775986) (← links)
- Continuity inequalities for multidimensional renewal risk models (Q1799633) (← links)