Results 41 to 50 of about 99 (82)
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 ...
Segers, J. +2 more
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Nonparametric Estimation in a Model with a Trend
Mathematics Subject Classifications (1991): 62G07, 62G20., nonparametric estimators of density and regression, nonstationarity, strongly mixing, inconsistency of estimators.,
Yun‐Min Huang, Jia Shen
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Large and Moderate Deviation Principles for Recursive Kernel Density Estimators Defined by Stochastic Approximation Method [PDF]
, 2013 2010 Mathematics Subject Classification: 62G07, 62L20, 60F10.In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a probability density function defined by the stochastic approximation algorithm ...
Slaoui, Yousri
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An overview of bootstrap methods for estimating and predicting in time series
Autoregressive processes, blockwise bootstrap, moving average processes, moving blocks bootstrap, resampling methods, stationary bootstrap, Primary 62G09, secondary 62G07, 62M10, 62M20, 60G25,
Ricardo Cao
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On the Recursive Estimation of the Location and of the Size of the Mode of a Probability Density [PDF]
, 2008 2000 Mathematics Subject Classification: 62G07, 62L20.Tsybakov [31] introduced the method of stochastic approximation to construct a recursive estimator of the location q of the mode of a probability density.
Djeddour, Khédidja +2 more
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Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems
AMS 1991 Subject Classification: 62G07, 58F03., deterministic dynamical systems, nonparametric statistics, minimax principle, recurrence, Mots–clés: approche minimax, statistique non–paramétrique, systèmes dynamiques déterministes, récurrence.,
E. Guerre, J. Maës
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Early stopping for statistical inverse problems via truncated SVD estimation
, 2018 International audienceWe consider truncated SVD (or spectral cutoff , projection) es-timators for a prototypical statistical inverse problem in dimension D.
Hoffmann, Marc +4 more
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Generalized covariance inequalities
Open Mathematics, 2011 Matuła Przemysław, Ziemba Maciej
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, 2012 . In this paper, we study the non-parametric estimation of the invariant density of some ergodic hamiltonian systems, using kernel estimators. The main result is a central limit theorem for such estimators under partial observation (only the positions ...
Clémentine Prieur +2 more
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Penalized Projection Estimators of the Aalen Multiplicative Intensity
, 2002 AMS Classification: 62G07, 62M09We study the problem of non parametric estimation of the intensity of counting processes satisfying the Aalen multiplicative intensity model.
Reynaud-Bouret, Patricia
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