Sequential fixed-width confidence intervals for a nonparametric density function

DOI10.1007/BF00532165zbMath0488.62032MaRDI QIDQ3949814

Winfried Stute

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

kernel density estimatorexpected stopping time

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)

Related Items (14)

On Sequential Data-Driven Density Estimation ⋮ Convergence rate of the normal approximation for sequential estimators of a probability density and its derivatives ⋮ Sequential confidence bands for densities ⋮ The convergence rate of fixed width sequential confidence intervals for a probability density function ⋮ A note on sequential density estimation ⋮ An overview of sequential nonparametric density estimation ⋮ Confident estimation for density of a biological population based on line transect sampling ⋮ Sequential Nonparametric Fixed-Width Confidence Intervals for Conditional Quantiles ⋮ Sequential confidence bands for quantile densities under truncated and censored data ⋮ Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance ⋮ A global stopping rule for recursive density estimators ⋮ Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations ⋮ Sequential Design and Estimation in Heteroscedastic Nonparametric Regression ⋮ Sequential and recursive estimators of the probability density

Cites Work

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• The oscillation behavior of empirical processes
• A law of the logarithm for kernel density estimators
• On sequential density estimation
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Sequential Confidence Intervals Based on Rank Tests
• On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics
• Curve Estimates
• On Estimation of a Probability Density Function and Mode

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