Results 61 to 70 of about 92 (91)

Application of MARS for the Construction of Nonparametric Models [PDF]

, 2010
2000 Mathematics Subject Classification: 62G08, 62P30.This paper presents the main features of the relatively new statistical technique called Multivariate Adaptive Regression Splines (MARS) and the corresponding software product.
Gocheva-Ilieva, Snezhana
core  

Convexification for data fitting

Convexification, Global optimization, Local minima, Data fitting, Neural network, Nonlinear regression, Minimax, Robustifying error crition, Degree of robustness, 90C30, 90C31, 62M45, 62G08,
James Lo
core   +1 more source

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., Guillou, A., Fils-Villetard, A.   +2 more
core  

A Data-Dependent Weighted LASSO Under Poisson Noise

, 2019
International audienceSparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussian distribution.
Rivoirard, Vincent, Reynaud-Bouret, Patricia, Sansonnet, Laure, Hunt, Xin Jiang, Willett, Rebecca   +4 more
core   +1 more source

A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation

, 2014
International audienceWe consider Grenander type estimators for monotone functions f in a very general setting, which includes estimation of monotone regression curves, monotone densities, and monotone failure rates.
Lopuhaä, Hendrik, P., Durot, Cécile
core   +1 more source

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  

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  

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  

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  

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