Results 61 to 70 of about 252 (167)

A class of asymptotically unbiased semi-parametric estimators of the tail index

Statistical theory of extremes, semi-parametric estimation, Primary 62G05, 62E25, 62E20, Secondary 62F35,
Frederico Caeiro, M. Ivette Gomes
core   +1 more source

Maxiset in sup-norm for kernel estimators

, 2008
Besov spaces, Kernel estimator, Lepski procedure, Maxiset, Sup-norm, 62G05, 62G20,
Karine Bertin, Rivoirard, Vincent, Bertin, Karine, Vincent Rivoirard   +3 more
core   +1 more source

Variable importance for causal forests: breaking down the heterogeneity of treatment effects

Journal of Causal Inference
Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in treatment effect ...
Bénard Clément, Josse Julie
doaj   +1 more source

Asymptotic properties in partial linear models under dependence

Bandwidth selection, kernel smoothing, mixing, partial linear models, 62G05, 62G20, 62M10,
Alejandro Quintela, Germán Aneiros
core   +1 more source

Nonparametric regression on the hyper-sphere with uniform design

, 2011
Nonparametric regression, Uniform design, Minimax rate, Needlets, Needlet-shrinkage, Stochastic thresholding, 62G08, 62G05, 62C20,
Monnier, Jean-Baptiste, Jean-Baptiste Monnier   +1 more
core   +1 more source

Lower and upper bounds for the eigenvalues of a pentadiagonal matrix arising in the Hodrick-Prescott filter

Special Matrices
This study establishes lower and upper bounds for the eigenvalues of a symmetric pentadiagonal matrix arising in the Hodrick-Prescott (HP) filter, a widely used method for trend extraction in macroeconometrics.
Yamada Hiroshi
doaj   +1 more source

Inferences for odds ratio with dependent pairs

Interclass and intraclass odds ratio, Familial data, Binary trait, 62H20, 62G05,
Harry Joe, Yinshan Zhao
core   +1 more source

Thresholding procedure with priors based on Pareto distributions

, 2004
adaptive estimation, Bayesian model, Pareto distribution, sparsity, wavelet thresholding, weak Besov spaces, 62G05, 62G08, 62C12,
Rivoirard, Vincent, Vincent Rivoirard
core   +1 more source

Weak and Strong Convergence of a Kernel-type Estimator for the Intensity of a Periodic Poisson Processs [PDF]

, 2006
In this paper we survey some results on weak and strong convergence of kernel type estimators for the intensity of a periodic Poisson process. We consider the situation when the period is known in order to be able to present simple proofs of the results.
MANGKU, I W., MANGKU, I. W. (I)
core   +1 more source

Large-sample inference in the general AR(1) model

Bootstrap, confidence intervals, hypothesis tests, resampling, stationarity, unit root, primary 62M20, secondary 62G05,
Efstathios Paparoditis, Dimitris Politis
core   +1 more source