Nonparametric estimation and U-statistics have emerged as vital tools in modern statistical analysis, offering robust alternatives to traditional parametric methods. Nonparametric techniques bypass ...
In this article we introduce a nonparametric estimator of the spectral density by smoothing the periodogram using beta kernel density. The estimator is proved to be bounded for short memory data and ...
The problem of using non-parametric methods to estimate multivariate density functions from incomplete continuous data does not appear to have been considered before. Methods of producing kernel ...