Hellinger distance and Kullback--Leibler loss for the kernel density estimator
The optimal window width, which asymptotically minimizes mean Hellinger distance between the kernel estimator and density, is known to be equivalent to the one that maximizes expected Kullback--Leibler loss for compactly supported densities. Implications
Kanazawa, Yuichiro
core
A generalized Hosmer-Lemeshow goodness-of-fit test for a family of generalized linear models. [PDF]
Test (Madr)Surjanovic N, Lockhart RA, Loughin TM.
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Precise large deviations for widely orthant dependent random variables with different distributions. [PDF]
J Inequal Appl, 2018 Gao M, Wang K, Chen L.
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What do the arithmetic, geometric and harmonic means tell us in length-biased sampling?
Properties of the A.M., G.M. and H.M. for length-biased distributions are studied in a nonparametric fashion. Unbiased estimation of the coefficient of variation is considered, and a characterization of length-biased distributions is also made in this ...
Sen, Pranab Kumar
core
A law of the iterated logarithm for Grenander's estimator. [PDF]
Stoch Process Their Appl, 2016 Dümbgen L, Wellner JA, Wolff M.
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Asymptotic properties of maximum likelihood estimators with sample size recalculation. [PDF]
Stat Pap (Berl), 2019 Tarima S, Flournoy N.
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Testing for equality between two copulas
We develop a test of equality between two dependence structures estimated through empirical copulas. We provide inference for independent or paired samples.
Scaillet, Olivier, Rémillard, Bruno
core
Adaptive group bridge estimation for high-dimensional partially linear models. [PDF]
J Inequal Appl, 2017 Wang X, Wang M.
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Probability density estimation for survival data with censoring indicators missing at random
In this paper, some nonparametric approaches of density function estimation are developed when censoring indicators are missing at random. A conditional mean score based estimator and a mean score estimator are suggested, respectively. The two estimators
Wang, Qihua, Liu, Chunling, Liu, Wei
core
ESTIMATION OF A MONOTONE DENSITY IN S-SAMPLE BIASED SAMPLING MODELS. [PDF]
Ann Stat, 2018 Chan KCG, Ling HK, Sit T, Yam SCP.
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