Asymptotic distributions of smoothed histograms
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Publication:1054405
DOI10.1007/BF02056918zbMath0519.62019OpenAlexW2000678076MaRDI QIDQ1054405
Publication date: 1983
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175901
stationary Gaussian processdensity estimationweak law of large numberslattice distributionsBerry-Esseen type error boundlimit distribution of maximum of deviationsmoothed histogramsuniform weak consistency
Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
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Two-dimensional Bernstein polynomial density estimators ⋮ The stochastic convergence of Bernstein polynomial estimators in a triangular array ⋮ Nonparametric curve estimation with Bernstein estimates ⋮ Bernstein polynomial probability density estimation ⋮ On the le Cam distance between Poisson and Gaussian experiments and the asymptotic properties of Szasz estimators ⋮ On the rates of asymptotic normality for Bernstein density estimators in a triangular array ⋮ Smooth estimation of survival and density functions for a stationary associated process using Poisson weights ⋮ Application of Bernstein polynomials on estimating a distribution and density function in a triangular array ⋮ A note on generalized Bernstein polynomial density estimators ⋮ Bernstein estimator for unbounded density function ⋮ CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA ⋮ Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory ⋮ Asymptotic properties of Bernstein estimators on the simplex ⋮ A review of uncertainty quantification for density estimation ⋮ Asymptotic properties of Dirichlet kernel density estimators ⋮ On the rates of asymptotic normality for Bernstein polynomial estimators in a triangular array ⋮ Strong laws for density estimators of Bernstein type
Cites Work
- Smoothing histograms by means of lattice- and continuous distributions
- On some global measures of the deviations of density function estimates
- Brownian Motion—Wiener Process
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Curve Estimates
- On Estimation of a Probability Density Function and Mode
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