Results 141 to 150 of about 252 (167)
Semiparametric Single-Index Model for Estimating Optimal Individualized Treatment Strategy. [PDF]
Electron J Stat, 2017 Song R +5 more
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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
Estimators of scale parameters in linear regression
This note discusses the asymptotic distribution of two scale and location invariant estimators of two scale parameters in the multiple linear regression model. Both of these estimators need an initial estimator of the regression parameter vector.
Susarla, V., Koul, H. L.
core
GLOBAL RATES OF CONVERGENCE OF THE MLES OF LOG-CONCAVE AND s-CONCAVE DENSITIES. [PDF]
Ann Stat, 2016 Doss CR, Wellner JA.
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TARGETED SEQUENTIAL DESIGN FOR TARGETED LEARNING INFERENCE OF THE OPTIMAL TREATMENT RULE AND ITS MEAN REWARD. [PDF]
Ann Stat, 2017 Chambaz A, Zheng W, van der Laan MJ.
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On the rate of convergence of the maximum like-lihood estimator of a k-monotone density. [PDF]
Sci China Ser A Math, 2009 Fuchang G, Jon A W.
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Some Asymptotic Theory for the Bootstrap
Annals of Statistics, 1981Peter J Bickel, David A Freedman
exaly