On Wavelet Estimation of the Derivatives of a Density Based on Biased Data
From MaRDI portal
Publication:2797830
DOI10.1080/03610926.2013.851226zbMath1333.62108OpenAlexW2081531129MaRDI QIDQ2797830
Yogendra P. Chaubey, Esmaeil Shirazi
Publication date: 1 April 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.851226
Related Items (1)
Cites Work
- Unnamed Item
- Generalized kernel regression estimator for dependent size-biased data
- Theory of function spaces II
- Nonparametric estimation from length-biased data under competing risks
- Wavelet density estimation for stratified size-biased sample
- Empirical distributions in selection bias models
- Nonparametric estimation in the presence of length bias
- Density estimation in Besov spaces
- On multivariate kernel estimation for samples from weighted distributions
- A cross-validation bandwidth choice for kernel density estimates with selection biased data
- The effects of kernel choices in density estimation with biased data
- SiZer for length biased, censored density and hazard estimation.
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Nonparametric regression estimators for length biased data
- Density estimation by wavelet thresholding
- Density estimation for biased data.
- Nonparametric regression with censored covariates
- Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- Wavelet block thresholding for density estimation in the presence of bias
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Generalised kernel smoothing for non-negative stationary ergodic processes
- E. Fix and J.L. Hodges (1951): An Important Contribution to Nonparametric Discriminant Analysis and Density Estimation: Commentary on Fix and Hodges (1951)
- Remarks on Some Nonparametric Estimates of a Density Function
- Kernel density estimation for length biased data
- Ten Lectures on Wavelets
- Kernel density estimation using weighted data∗
- Density and Hazard Rate Estimation for Right-Censored Data by Using Wavelet Methods
- Kernel regression in the presence of size-bias
- On Estimation of a Probability Density Function and Mode
- Thresholding algorithms, maxisets and well-concentrated bases
This page was built for publication: On Wavelet Estimation of the Derivatives of a Density Based on Biased Data