MISE of kernel estimates of a density and its derivatives
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Publication:1097603
DOI10.1016/0167-7152(87)90072-1zbMath0635.62028OpenAlexW1964014197MaRDI QIDQ1097603
Publication date: 1987
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(87)90072-1
upper boundkernel estimatorsrates of convergencedensity estimationmean integrated square errordensity derivativesexact asymptotic value
Related Items (10)
Data-driven deconvolution ⋮ Computationally efficient classes of higher‐order kernel functions ⋮ Modal clustering asymptotics with applications to bandwidth selection ⋮ On kernel density derivative estimation ⋮ Direct Density Derivative Estimation ⋮ Differences and derivatives in kernel estimation ⋮ A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE ⋮ Feature significance for multivariate kernel density estimation ⋮ Sequential estimation of a density and its derivatives with bounded MISE. ⋮ Statistical modeling of directional data using a robust hierarchical von Mises distribution model: perspectives for wind energy
Cites Work
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- On the exact asymptotic behavior of estimators of a density and its derivatives
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Remarks on Some Nonparametric Estimates of a Density Function
- On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function
- Estimation of Probability Density by an Orthogonal Series
- Estimation of a Probability Density Function and Its Derivatives
- Curve Estimates
- On the Estimation of the Probability Density, I
- On Estimation of a Probability Density Function and Mode
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