Mean square error properties of density estimates
From MaRDI portal
Publication:1219524
DOI10.1214/aos/1176343207zbMath0311.62020OpenAlexW2029513494MaRDI QIDQ1219524
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343207
Nonparametric estimation (62G05) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)
Related Items (29)
On the non-consistency of an estimate of Chiu ⋮ Optimal rate of convergence of monotone empirical Bayes tests for normal means ⋮ Recursive identification of errors-in-variables Wiener systems ⋮ On the asymptotic mean square error of \(L_ 1\) kernel estimates of smooth functions ⋮ Estimation of a quadratic regression functional using the sinc kernel ⋮ Deconvolving kernel density estimators ⋮ Computationally efficient classes of higher‐order kernel functions ⋮ Unbiasedness of fourier integral estimator under weaker assumptions ⋮ Recursive identification of errors-in-variables Wiener-Hammerstein systems ⋮ Optimal kernels when estimating non-smooth densities ⋮ Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives ⋮ Multiclass classification with potential function rules: margin distribution and generalization ⋮ Nonparametric estimation of a class of smooth functions ⋮ Bootstrap confidence intervals in nonparametric regression with built-in bias correction ⋮ Practical bandwidth selection in deconvolution kernel density estimation ⋮ Optimal convergence properties of kernel density estimators without differentiability conditions ⋮ A note on superkernel density estimators ⋮ Kernel density estimation revisited ⋮ Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method ⋮ On the expansion of the mean integrated squared error of a kernel density estimator ⋮ A new nonparametric procedure designed for simulation studies ⋮ Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process ⋮ Root \(n\) estimates of vectors of integrated density partial derivative functionals ⋮ Convergence in the Hausdorff metric of estimators of irregular densities, using Fourier-Cesàro approximation ⋮ A universal lower bound for the kernel estimate ⋮ Consistent deconvolution in density estimation ⋮ On the convergence of kernel estimators of probability density functions ⋮ Semi-parametric estimation in the nonlinear structural errors-in-variables model ⋮ On density estimation with superkernels
This page was built for publication: Mean square error properties of density estimates