Kernel and pseudokernel estimators for the a priori density of a multivariate parameter
From MaRDI portal
Publication:1269938
DOI10.1007/BF02365370zbMath0908.62048MaRDI QIDQ1269938
Publication date: 24 November 1998
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
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