Estimation of a time-dependent density

DOI10.1016/j.jspi.2016.08.001zbMath1348.62116OpenAlexW2182749962MaRDI QIDQ338410

L. Kristl, Ann-Kathrin Bott, Tina Felber, Michael Kohler

Publication date: 4 November 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.08.001

zbMATH Keywords

rate of convergencedensity estimation\(L_1\)-errortime-dependent density

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• No empirical probability measure can converge in the total variation sense for all distributions
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• Large sample optimality of least squares cross-validation in density estimation
• An asymptotically optimal window selection rule for kernel density estimates
• A distribution-free theory of nonparametric regression
• Weak convergence and empirical processes. With applications to statistics
• Remarks on Some Nonparametric Estimates of a Density Function
• On optimal data-based bandwidth selection in kernel density estimation
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• On Estimation of a Probability Density Function and Mode
• Introduction to nonparametric estimation
• Combinatorial methods in density estimation

This page was built for publication: Estimation of a time-dependent density