On Sequential Data-Driven Density Estimation
From MaRDI portal
Publication:3155709
DOI10.1081/SQA-200039000zbMath1103.62075OpenAlexW2011768958MaRDI QIDQ3155709
Publication date: 18 January 2005
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sqa-200039000
Related Items
On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data, Nonparametric Sequential Bayes Estimation of the Distribution Function, Two-Stage Nonparametric Sequential Estimation of the Directional Density with Complete and Missing Observations, Estimation of the Spectral Density with Assigned Risk, Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Time series: theory and methods.
- Using stopping rules to bound the mean integrated squared error in density estimation
- Exact mean integrated squared error
- Nonparametric curve estimation. Methods, theory, and applications
- Nonparametric goodness-of-fit testing under Gaussian models
- A note on a characterization of the exponential distribution based on a type II censored sample
- Sequential nonparametric estimation with assigned risk
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Sequential Nonparametric Estimation of a Density
- Nonparametric Estimation of a Density of Unknown Smoothness
- The convergence rate of fixed width sequential confidence intervals for a probability density function
- Sequential fixed-width confidence intervals for a nonparametric density function
- Sequential nonparametric density estimation
- On sequential density estimation
- An overview of sequential nonparametric density estimation
- Density Estimation Under Random Censorship and Order Restrictions