Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Kernel and pseudokernel estimators for the a priori density of a multivariate parameter

From MaRDI portal
Publication:1269938
Jump to:navigation, search

DOI10.1007/BF02365370zbMath0908.62048MaRDI QIDQ1269938

M. Ya. Penskaya

Publication date: 24 November 1998

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)


zbMATH Keywords

kernel estimatormultivariate locationpseudokernel estimate


Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)





Cites Work

  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Estimation of the prior distribution density
  • Estimation of a mixing distribution function
  • On the estimation of the density of shift parameter
  • Fourier methods for estimating mixing densities and distributions
  • Estimation of a multivariate density
  • A Consistent Estimator of a Component of a Convolution
  • Deconvolving kernel density estimators
  • Optimal Rates of Convergence for Deconvolving a Density




This page was built for publication: Kernel and pseudokernel estimators for the a priori density of a multivariate parameter

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1269938&oldid=13368083"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 31 January 2024, at 09:45.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki