Pages that link to "Item:Q689370"
From MaRDI portal
The following pages link to Correcting the negativity of high-order kernel density estimators (Q689370):
Displaying 19 items.
- On the Devroye-Györfi methods of correcting density estimators (Q449896) (← links)
- Bootstrap variance estimation for Nadaraya quantile estimator (Q619166) (← links)
- A note on kernel density estimation for non-negative random variables (Q998884) (← links)
- Empirical likelihood for estimating equations with missing values (Q1002169) (← links)
- Multivariate density estimation with general flat-top kernels of infinite order (Q1283845) (← links)
- Mass shifting roles of negative kernel mass in density estimation (Q1373258) (← links)
- Estimated conditional score function for missing mechanism model with nonignorable nonresponse (Q1700701) (← links)
- On correcting for variance inflation in kernel density estimation (Q1896048) (← links)
- On the minimisation of \(L^ p\) error in mode estimation (Q1922389) (← links)
- Noisy independent factor analysis model for density estimation and classification (Q1952079) (← links)
- Nonparametric estimation of surface integrals on level sets (Q2214241) (← links)
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes (Q2802866) (← links)
- Empirical Likelihood Confidence Intervals for Response Mean with Data Missing at Random (Q3077765) (← links)
- EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS (Q3377442) (← links)
- Data-driven deconvolution (Q4265723) (← links)
- Testing conditional independence via integrating-up transform (Q4579981) (← links)
- A generalization of histogram type estimators (Q4709840) (← links)
- Correction of Density Estimators that are not Densities (Q4828209) (← links)
- Making a Non-Parametric Density Estimator More Attractive, and More Accurate, by Data Perturbation (Q5378362) (← links)
