scientific article

zbMath0742.62040MaRDI QIDQ4001786

A. J. van Es

Publication date: 18 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

kernel estimatorscentral limit theoremdensity estimationmean integrated squared errormaximum likelihood estimatorslimit distributionminimax propertiesnonparametric curve estimationAsymptotic expansionslikelihood cross-validationleast squares cross-validationalmost sure rates of convergenceadaptively chosen bandwidthsdensities with a countable number of jumpsnonparametric deconvolution problemnonsmooth densitiesRosenblatt-Parzen kernel estimatesup-norm consistency

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Spectral characterization of the optimal quadratic variation process ⋮ A note on the integrated squared error of a kernel density estimator in non-smooth cases ⋮ Universal smoothing factor selection in density estimation: theory and practice. (With discussion) ⋮ \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing ⋮ How much do plug-in bandwidth selectors adapt to non-smoothness? ⋮ On the expansion of the mean integrated squared error of a kernel density estimator ⋮ Estimating the Weight Undersize Distribution for the Wicksell problem

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