Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Improvement of Kernel Type Density Estimators - MaRDI portal

Improvement of Kernel Type Density Estimators

From MaRDI portal
Publication:4148663

DOI10.2307/2286810zbMath0369.62039OpenAlexW4235775001MaRDI QIDQ4148663

William R. Schucany, John P. Sommers

Publication date: 1977

Full work available at URL: https://doi.org/10.2307/2286810



Related Items

Limiting bias-reduced Amoroso kernel density estimators for non-negative data, Hierarchies of higher order kernels, On improving convergence rates for nonnegative kernel failure-rate function estimators, A note on kernel density estimation at a parametric rate†, Trimmed jackknife kernel estimate for the probability density function, On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference, Density estimation on manifolds with boundary, Mass shifting roles of negative kernel mass in density estimation, Density estimates of low bias, On nonparametric regression with higher-order kernels, Computationally efficient classes of higher‐order kernel functions, Kernel estimation of smooth densities unsing fabian's approach, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), A simple bootstrap method for constructing nonparametric confidence bands for functions, Reducing the mean squared error in kernel density estimation, Optimal Nonparametric Inference with Two-Scale Distributional Nearest Neighbors, Rate acceleration for estimators of integral curves from diffusion tensor imaging (DTI) data, A nonparametric discontinuity test of density using a beta kernel, Comparing time varying regression quantiles under shift invariance, Generalised gamma kernel density estimation for nonnegative data and its bias reduction, What happens when bootstrapping the smoothing spline, Limit theorems for stochastic measures of the accuracy of density estimators, Unnamed Item, Two types of nonparametric estimates of the distribution density, Application of Variational Analysis and Control Theory to Nonparametric Maximum Likelihood Estimation of a Density Function, A distribution free test for changes in the trend function of locally stationary processes, Bias correction and higher order kernel functions, A bias reducing technique in kernel distribution function estimation, Fast multivariate empirical cumulative distribution function with connection to kernel density estimation, A bias-reduced approach to density estimation using Bernstein polynomials, A doubly robustified estimating function for ARCH time series models, On higher order kernels, Multiplicative bias correction for asymmetric kernel density estimators revisited, Empirical Bayes nonparametric kernel density estimation, Robust kernel estimator for densities of unknown smoothness, Skewing and Generalized Jackknifing in Kernel Density Estimation, Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach, Joint sufficient dimension reduction for estimating continuous treatment effect functions, BIAS-CORRECTED CONFIDENCE INTERVALS FOR WILDLIFE ABUNDANCE ESTIMATION, Asymptotic properties of Dirichlet kernel density estimators, Higher-order bias corrections for kernel type density estimators on the unit or semi-infinite interval, Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators, Smooth estimators of distribution and density functions, Nonparametric kernel regression estimation near endpoints., Tuning selection for two-scale kernel density estimators, A new kernel density estimate, Generalized jackknifing and higher order kernels, Bias corrections for some asymmetric kernel estimators, Averaged singular integral estimation as a bias reduction technique