Results 51 to 60 of about 120 (106)
Large and Moderate Deviation Principles for Recursive Kernel Density Estimators Defined by Stochastic Approximation Method [PDF]
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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On the Recursive Estimation of the Location and of the Size of the Mode of a Probability Density [PDF]
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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How many data clusters are in the Galaxy data set?: Bayesian cluster analysis in action. [PDF]
Grün B +2 more
europepmc +1 more source
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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Multivariate Regression Estimation: Local Polynomial Fitting For Time Series
We consider the estimation of the multivariate regression function m (x 1 , . . . , x d ) = E [y (Y d ) | X 1 = x 1 , . . . , X d = x d ], and its partial derivatives, for stationary random processes {Y i , X i } using local higher-order polynomial ...
Masry, Elias, Elias Masry
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Early stopping for statistical inverse problems via truncated SVD estimation
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
Matuła Przemysław, Ziemba Maciej
doaj +1 more source
Penalized Projection Estimators of the Aalen Multiplicative Intensity
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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. 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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