Asymptotic unbiased density estimator
, 2009 International audienceThis paper introduces a computationally tractable density estimator that has the same asymptotic variance as the classical Nadaraya-Watson density estimator but whose asymptotic bias is zero. We achieve this result using a two stage
Hengartner, Nicolas W. +1 more
core +1 more source
Bayesian inference in based-kernel regression: comparison of count data of condition factor of fish in pond systems. [PDF]
J Appl Stat, 2022 Senga Kiessé T +3 more
europepmc +1 more source
Estimation of the conditional distribution in a conditional Koziol-green model
Asymptotic normality, consistency, proportional hazard, regression, right censoring, primary 62G07, secondary 62G20,
Carmen Cadarso-Suárez, Noel Veraverbeke
core +1 more source
A statistical framework for measuring the temporal stability of human mobility patterns. [PDF]
J Appl Stat, 2021 Dong Z, Chen YC, Dobra A.
europepmc +1 more source
nonparametric sequential estimation, minimax, drift, ergodic diffusion process, efficient procedure, primary 62G07, secondary 62G20,
L. Galtchouk, S. Pergamenshchikov
core +1 more source
Equal-bin-width histogram versus equal-bin-count histogram. [PDF]
J Appl Stat, 2021 Sulewski P.
europepmc +1 more source
Robust estimation and classification for functional data via projection-based depth notions
Depth measures, Functional data, Projections method, Supervised classification, Primary 62G07, Secondary 62G20,
Ricardo Fraiman +2 more
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Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes. [PDF]
Rev Mat Complut, 2021 Bouzebda S, Didi S.
europepmc +1 more source
A Theil-like class of inequality measures, its asymptotic normality theory and applications
, 2019 In this paper, we consider a coherent theory about the asymptotic representations for a family of inequality indices called Theil-Like Inequality Measures (TLIM), within a Gaussian field. The theory uses the functional empirical process approach.
Ba, Diam +3 more
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Robust and efficient estimation of GARCH models based on Hellinger distance. [PDF]
J Appl Stat, 2022 Zhao Q, Chen L, Wu J.
europepmc +1 more source