Hermite series estimators for probability densities

DOI10.1007/BF02613540zbMath0706.62041MaRDI QIDQ918596

Eckhard Liebscher

Publication date: 1990

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176315

zbMATH Keywords

asymptotic normalityrates of convergencemean square erroralmost sure convergenceMSEMISEmean integrated square errorrandom lengthConvergence in probabilityHermite series density estimators

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (7)

Estimating multivariate latent-structure models ⋮ Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence ⋮ Sequential estimation of Spearman rank correlation using Hermite series estimators ⋮ Characterizations of Bivariate and Multivariate Life Distributions Based on Reciprocal Subtangent ⋮ On the properties of Hermite series based distribution function estimators ⋮ Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition ⋮ Semi-nonparametric estimation of secret reserve prices in auctions

Cites Work

• Hermite series estimates of a probability density and its derivatives
• Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
• Properties of Hermite series estimation of probability density
• An extension of the Hajek-Renyi inequality for one maximum of partial sums
• Kernel estimators for probability densities with discontinuities
• Estimation of Probability Density by an Orthogonal Series
• Density Estimation by Orthogonal Series
• On Estimation of a Probability Density Function and Mode
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