24 citations · 44 across the 13 of their papers we have counts for
4 papers · 1 filter
Gamma kernel estimation of multivariate density and its derivative on the nonnegative semi-axis by dependent data
L. A. Markovich
In this paper, we consider the nonparametric estimation of the multivariate probability density function and its partial derivative with a support on . To this end we u…
The equation of optimal filtering, Kalman's filter and Theorem on normal correlation
L. A. Markovich
An important objective of the classical processing of stationary random sequences under nonparametric uncertainty is the problem of filtering in case when the distribution of the u…
Data-driven bandwidth choice for gamma kernel estimates of density derivatives on the positive semi-axis
A. V. Dobrovidov, L. A Markovich
In some applications it is necessary to estimate derivatives of probability densities defined on the positive semi-axis. The quality of nonparametric estimates of the probability d…
Nonparametric gamma kernel estimators of density derivatives on positive semiaxis
A. V. Dobrovidov, L. A Markovich
We consider nonparametric estimation of the derivative of a probability density function with the bounded support on . Estimates are looked up in the class of estimates…