Weak convergence and efficient density estimation at a point
From MaRDI portal
Publication:1161219
DOI10.1214/aos/1176345586zbMath0478.62027OpenAlexW2075219609MaRDI QIDQ1161219
James III Pickands, Abba M. Krieger
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345586
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
Related Items
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, Estimation of the reciprocal of the density quantile function 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, A data-based algorithm for choosing the window width when estimating the density at a point, Local data-driven bandwidth choice for density estimation, Remark concerning data-dependent bandwidth choice in density estimation, Multivariate data-driven k-NN function estimation, Error process indexed by bandwidth matrices in multivariate local linear smoothing, On near neighbour estimates of a multivariate density, Arbitrariness of the pilot estimator in adaptive kernel methods, Non-nested model selection based on the quantiles and it’s application in time series, An assessment of finite sample performance of adaptive methods in density estimation