Results 31 to 40 of about 761 (64)
The notion of breakdown point was introduced by Hampel (1968, 1971) and has since played an important role in the theory and practice of robust statistics.
Davies, P. Laurie, Gather, Ursula
core
Bump hunting with non-Gaussian kernels
, 2005 It is well known that the number of modes of a kernel density estimator is monotone nonincreasing in the bandwidth if the kernel is a Gaussian density.
Hall, Peter +2 more
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Kernel density estimation for stationary random fields [PDF]
, 2014 In this paper, under natural and easily verifiable conditions, we prove the $\mathbb{L}^1$-convergence and the asymptotic normality of the Parzen-Rosenblatt density estimator for stationary random fields of the form $X_k = g\left(\varepsilon_{k-s}, s \in
Machkouri, Mohamed El
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Semi-parametric estimation of shifts
, 2007 We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using $M$-estimators. Fourier transform enables to transform this statistical
Gamboa, Fabrice +2 more
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Consistency of the recursive nonparametric regression estimation for dependent functional data
, 2013 We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data.
Amiri, Aboubacar, Thiam, Baba
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Optimal bandwidth estimators of kernel density functionals for contaminated data. [PDF]
J Appl Stat, 2021 Gündüz N, Aydın C.
europepmc +1 more source
Consistent Density Deconvolution under Partially Known Error Distribution [PDF]
We estimate the distribution of a real-valued random variable from contaminated observations. The additive error is supposed to be normally distributed, but with unknown variance.
Schwarz, Maik, Van Bellegem, Sébastien
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Nonparametric deconvolution problem for dependent sequences
, 2008 We consider the nonparametric estimation of the density function of weakly and strongly dependent processes with noisy observations. We show that in the ordinary smooth case the optimal bandwidth choice can be influenced by long range dependence, as ...
Kulik, Rafał
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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
On the concentration of measure phenomenon for stable and related random vectors
, 2004 Concentration of measure is studied, and obtained, for stable and related random vectors.Comment: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.
Houdre, Christian, Marchal, Philippe
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