On testimation of a probability density: the normal case

DOI10.1080/03610929708831915zbMath0898.62049OpenAlexW2078232996MaRDI QIDQ4337315

Aman Ullah, Mezbahur Rahman, D. V. Gokhale

Publication date: 14 October 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831915

zbMATH Keywords

Gaussian kernelShapiro-Wilk statisticcombining constant in semiparametric density estimatesemiparametric density estimateShapiro-Francia statisticssmoothing parameter in kernel density estimate

Mathematics Subject Classification ID

Density estimation (62G07) Point estimation (62F10)

Cites Work

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• Remarks on Some Nonparametric Estimates of a Density Function
• Use of Some a Priori Knowledge in the Estimation of Means from Double Samples
• On two stage shrinkage testimation for exponential
• A Semiparametric Approach to Density Estimation
• An Extension of Shapiro and Wilk's W Test for Normality to Large Samples
• On a Two-Stage Estimate of the Mean
• On Estimation of a Probability Density Function and Mode

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