Results 21 to 30 of about 761 (64)
Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives [PDF]
2000 Mathematics Subject Classification: 62G07, 60F10.In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives.
Baba, Thiam +2 more
core
Dependent Lindeberg central limit theorem and some applications [PDF]
In this paper, a very useful lemma (in two versions) is proved: it simplifies notably the essential step to establish a Lindeberg central limit theorem for dependent processes. Then, applying this lemma to weakly dependent processes introduced in Doukhan
Bardet, Jean-Marc +3 more
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This paper is about optimal estimation of the additive components of a nonparametric, additive isotone regression model. It is shown that asymptotically up to first order, each additive component can be estimated as well as it could be by a least squares
Mammen, Enno, Yu, Kyusang
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A simple smooth backfitting method for additive models
In this paper a new smooth backfitting estimate is proposed for additive regression models. The estimate has the simple structure of Nadaraya--Watson smooth backfitting but at the same time achieves the oracle property of local linear smooth backfitting.
Mammen, Enno, Park, Byeong U.
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O modelo logspline aplicado aos transectos lineares. [PDF]
A teoria denominada logspline density estimation, permite estimar o logaritmo de uma função densidade de probabilidade utilizando-se splines cúbicos, estima ção por máxima verosimilhança, e adição e remoção de nós seleccionados pelas estatísticas de Rao ...
Alpizar-Jara, R., Rendas, L.M.P.
core
Density-sensitive semisupervised inference
Semisupervised methods are techniques for using labeled data $(X_1,Y_1),\ldots,(X_n,Y_n)$ together with unlabeled data $X_{n+1},\ldots,X_N$ to make predictions.
Azizyan, Martin +2 more
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Least squares fitting the three-parameter inverse Weibull density [PDF]
The inverse Weibull model was developed by Erto [10]. In practice, the unknown parameters of the appropriate inverse Weibull density are not known and must be estimated from a random sample.
Darija Marković +2 more
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Consistency of a recursive estimate of mixing distributions
Mixture models have received considerable attention recently and Newton [Sankhy\={a} Ser. A 64 (2002) 306--322] proposed a fast recursive algorithm for estimating a mixing distribution.
Ghosh, Jayanta K. +2 more
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Projection Estimates of Constrained Functional Parameters [PDF]
AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;estimation;convex function;extreme value copula;Pickands dependence function;projection;shape constraint;support function;tangent ...
Fils-Villetard, A. +2 more
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A ridge-parameter approach to deconvolution
Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely supported and its ...
Hall, Peter, Meister, Alexander
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