Results 61 to 70 of about 123 (106)
, 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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OPTIMAL DESIGNS FOR SPLINE WAVELET REGRESSION MODELS. [PDF]
J Stat Plan Inference, 2017 Maronge JM, Zhai Y, Wiens DP, Fang Z.
europepmc +1 more source
A two-sample test when data are contaminated
In this paper we consider the problem of testing whether two samples of contaminated data arise from the same distribution. Is is assumed that the contaminations are additive noises with known, or estimated moments.
Denys Pommeret
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Nonparametric Density Estimation for Data Scattered on Irregular Spatial Domains: A Likelihood-Based Approach Using Bivariate Penalized Spline Smoothing. [PDF]
J Nonparametr StatDas K, Yu S, Wang G, Wang L.
europepmc +1 more source
Scalar-on-Function Mode Estimation Using Entropy and Ergodic Properties of Functional Time Series Data. [PDF]
Entropy (Basel)Alamari MB +4 more
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Penalized Discriminant Analysis
, 1995 Fisher's linear discriminant analysis (LDA) is a popular data-analytic tool for studying the relationship between a set of predictors and a categorical response. In this paper we describe a penalized version of LDA.
Andreas Buja +2 more
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Efficient spline orthogonal basis for representation of density functions. [PDF]
J Appl StatBurkotová J +4 more
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GLOBAL RATES OF CONVERGENCE OF THE MLES OF LOG-CONCAVE AND s-CONCAVE DENSITIES. [PDF]
Ann Stat, 2016 Doss CR, Wellner JA.
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Functional estimation for Lvy measures of semimartingales with Poissonian jumps
We consider semimartingales with jumps that have finite Lvy measures. The purpose of this article is to estimate integral-type functionals of the Lvy measures from discrete observations.
Shimizu, Yasutaka
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