Results 61 to 70 of about 149 (141)

Adaptive efficient robust estimation for nonparametric autoregressive models

, 2019
In this paper for the first time the adaptive efficient estimation problem for nonparametric autoregressive models has been studied. First of all, through the Van Trees inequality the sharp bound for the robust quadratic risks, i.e. the Pinsker constant (
Brua, Jean-Yves, Arkoun, Ouerdia, Pergamenshchikov, Serguei   +2 more
core  

Regularization in statistics

, 2007
Regularization, linear regression, nonparametric regression, boosting, covariance matrix, principal component, bootstrap, subsampling, model selection, Primary 62G08, 62H12, Secondary 62F12, 62G20, 62H25,
Carlos Rivero, Bo Li, Jianqing Fan, Teófilo Valdés, Bin Yu, Peter J. Bickel, Sara A. van de Geer, Aad van der Vaart, Alexandre B. Tsybakov   +8 more
core   +1 more source

Regression in tensor product spaces by the method of sieves. [PDF]

Electron J Stat, 2023
Zhang T, Simon N.
europepmc   +1 more source

Nonparametric Model Selection in Hazard Regression

, 2005
We propose a novel model selection method for a nonparametric extension of the Cox proportional hazard model, in the framework of smoothing splines ANOVA models.
Chenlei Leng, Hao Zhang, Hao Helen Zhang
core  

Sequential Model Selection Method for Nonparametric Autoregression

, 2018
In this paper for the first time the nonparametric autoregression estimation problem for the quadratic risks is considered. To this end we develop a new adaptive sequential model selection method based on the efficient sequential kernel estimators ...
Pergamenchtchikov, Serguei, Brua, Jean-Yves, Arkoun, Ouerdia, Pergamenshchikov, Serguei   +3 more
core  

Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes. [PDF]

Rev Mat Complut, 2021
Bouzebda S, Didi S.
europepmc   +1 more source

Inference in Functional Linear Quantile Regression. [PDF]

J Multivar Anal, 2022
Li M, Wang K, Maity A, Staicu AM.
europepmc   +1 more source

Don’t shed tears over breaks

, 2005
imaging Mathematical Subject Classification: 93E14, 62G08, 68T45, 49M20, 90C31 This essay deals with ‘discontinuous phenomena ’ in time-series. It is an introduction to, and a brief survey of aspects concerning the concepts of segmentation into ‘smooth ’
V. Liebscher, Wittich, O., A. Kempe, O. Wittich, Kempe, A., Winkler, G., G. Winkler, Liebscher, V.   +7 more
core  

Robust and efficient estimation of nonparametric generalized linear models. [PDF]

Test (Madr), 2023
Kalogridis I, Claeskens G, Van Aelst S.
europepmc   +1 more source

SCAD-Penalized Regression in High-Dimensional Partially Linear Models

, 2006
Summary. We consider the problem of simultaneous variable selection and estimation in partially linear models with a divergent number of covariates in the linear part, under the assumption that the vector of regression coefficients is sparse.
Huiliang Xie, Jian Huang
core