Minimax kernels for density estimation with biased data
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Publication:1359397
DOI10.1007/BF00050848zbMath0926.62027MaRDI QIDQ1359397
Publication date: 22 November 1999
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
bandwidthkernel density estimatorsweighted distributionsminimax mean squared errorminimax kernelselection biased data
Related Items (14)
An overview of nonparametric contributions to the problem of functional estimation from biased data ⋮ Transformation- based density estimation For weighted distributions ⋮ Nonparametric weighted estimators for biased data ⋮ Distribution estimation for biased data ⋮ Density estimation for biased data. ⋮ A cross-validation bandwidth choice for kernel density estimates with selection biased data ⋮ Wavelet change-point estimation for the density based on biased sample ⋮ Wavelet density estimation for weighted data ⋮ Nonparametric density estimation in presence of bias and censoring ⋮ Pointwise wavelet estimation of density function with change-points based on NA and biased sample ⋮ Multivariate wavelet-based density estimation with size-biased data ⋮ Adaptive quadratic functional estimation of a weighted density by model selection ⋮ Nonparametric inference under competing risks and selection-biased sampling ⋮ Nonparametric regression estimators for length biased data
Cites Work
- Empirical distributions in selection bias models
- Optimal rates of convergence for nonparametric estimators
- Asymptotically optimum kernels for density estimation at a point
- Geometrizing rates of convergence. II
- Geometrizing rates of convergence. III
- On multivariate kernel estimation for samples from weighted distributions
- Minimax kernel density estimators with length biased data
- A comparioson of nonparametric unweighited and length-biased density estimation of fibres
- Kernel density estimation for length biased data
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