On semiparametric inference for periodically modulated density functions
From MaRDI portal
Publication:6067502
DOI10.1080/03610926.2022.2064501OpenAlexW4293235361MaRDI QIDQ6067502
Publication date: 17 November 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2022.2064501
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Gaussian approximation of suprema of empirical processes
- Anti-concentration and honest, adaptive confidence bands
- Uniform central limit theorems for kernel density estimators
- On the maximal deviation of k-dimensional density estimates
- Using specially designed exponential families for density estimation
- Bandwidth selection for kernel log-density estimation
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
- On some global measures of the deviations of density function estimates
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- A Brief Survey of Bandwidth Selection for Density Estimation
- Remarks on Some Nonparametric Estimates of a Density Function
- Optimal Rates of Convergence for Deconvolving a Density
- Kernel Smoothing: Principles, Methods and Applications
- Multivariate Density Estimation
- On Estimation of a Probability Density Function and Mode
- Smoothing Spline Semiparametric Density Models