Results 41 to 50 of about 1,005 (119)

On-line nonparametric estimation [PDF]

, 2004
A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model.
Khasminskii, Rafail
core   +2 more sources

Tree-based conditional copula estimation

Dependence Modeling
This article proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric copula model on each class.
Bonacina Francesco, Lopez Olivier, Thomas Maud   +2 more
doaj   +1 more source

Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency [PDF]

, 2009
In this paper we prove the asymptotic efficiency of the model selection procedure proposed by the authors in the first part. To this end we introduce the robust risk as the least upper bound of the quadratical risk over a broad class of observation ...
Konev, Victor, Pergamenchtchikov, Serguei   +1 more
core   +3 more sources

Fuzzy sets in nonparametric Bayes regression

, 2008
A simple Bayesian approach to nonparametric regression is described using fuzzy sets and membership functions. Membership functions are interpreted as likelihood functions for the unknown regression function, so that with the help of a reference prior ...
Angers, Jean-François, Delampady, Mohan
core   +1 more source

Goodness-of-fit Tests in Nonparametric Regression [PDF]

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.Goodness-of-fit;nonparametric regression;test for independence;weak ...
Einmahl, J.H.J., Keilegom, I. van
core   +4 more sources

Causal additive models with smooth backfitting

Journal of Causal Inference
A fully nonparametric approach to learning causal structures from observational data is proposed. The method is described in the setting of additive structural equation models with a link to causal inference.
Morville Asger B., Park Byeong U.
doaj   +1 more source

Local polynomial regression for circular predictors

, 2009
We consider local smoothing of datasets where the design space is the d-dimensional (d >= 1) torus and the response variable is real-valued. Our purpose is to extend least squares local polynomial fitting to this situation.
Agnese Panzera, Bai, Beran, Charles C. Taylor, Cogburn, Hall, Jammalamadaka, Klemelä, Lejeune, Marco Di Marzio, Mardia, Ruppert, Silverman   +12 more
core   +4 more sources

Adaptive testing on a regression function at a point

, 2015
We consider the problem of inference on a regression function at a point when the entire function satisfies a sign or shape restriction under the null. We propose a test that achieves the optimal minimax rate adaptively over a range of H\"{o}lder classes,
Armstrong, Timothy
core   +1 more source

A complement to Le Cam's theorem [PDF]

, 2007
This paper examines asymptotic equivalence in the sense of Le Cam between density estimation experiments and the accompanying Poisson experiments. The significance of asymptotic equivalence is that all asymptotically optimal statistical procedures can be
Low, Mark G., Zhou, Harrison H.
core   +3 more sources

Smoothing-inspired lack-of-fit tests based on ranks

, 2008
A rank-based test of the null hypothesis that a regressor has no effect on a response variable is proposed and analyzed. This test is identical in structure to the order selection test but with the raw data replaced by ranks. The test is nonparametric in
Hart, Jeffrey D.
core   +1 more source