Results 31 to 40 of about 3,403,709 (354)

Boundary Kernels for Distribution Function Estimation

Revstat Statistical Journal, 2013
Boundary effects for kernel estimators of curves with compact supports are well known in regression and density estimation frameworks. In this paper we address the use of boundary kernels for distribution function estimation.
Carlos Tenreiro
doaj   +1 more source

Flow Admission Control for Users Considering Dissatisfactions With Selection Errors and Loss Using Stochastic Evolutionary Game and Queueing Theory

IEEE Access, 2023
Currently, streaming communications are widespread through YouTube and other media. Streaming communication focuses on real-time communication and requires flow admission control to ensure communication quality.
Sumiko Miyata, Taichi Kojima
doaj   +1 more source

Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach

Journal of Statistical Computation and Simulation, 2020
In this paper we propose a new class of Hermite series-based direct plug-in bandwidth selectors for kernel density estimation and we describe their asymptotic and finite sample behaviours.
Carlos Tenreiro
semanticscholar   +1 more source

Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data

Econometrics, 2015
This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of mean summed square error. Simulation results show that the plug-in bandwidths perform well, relative to cross-validated bandwidths, in ...
Chi-Yang Chu, Daniel J. Henderson, Christopher F. Parmeter   +2 more
doaj   +1 more source

Bias corrected bootstrap bandwidth selection [PDF]

Journal of Nonparametric Statistics, 1997
Current bandwidth selectors for kernel density estimation that are asymptotically optimal often prove less promising under more moderate sample sizes. The point of this paper is to derive a class of bandwidth selectors that attain optimal root-n convergence while still showing good results under small and moderate sample sizes.
Birgit Grund, Jörg Polzehl
openaire   +1 more source

The Optimal Bandwidth Parameter Selection in GPH Estimation

Journal of Mathematics, 2021
In this paper, the optimal bandwidth parameter is investigated in the GPH algorithm. Firstly, combining with the stylized facts of financial time series, we generate long memory sequences by using the ARFIMA (1, d, 1) process.
Weijie Zhou, Huihui Tao, Feifei Wang, Weiqiang Pan   +3 more
doaj   +1 more source

Nonparametric Inference in Mixture Cure Models

Proceedings, 2018
A completely nonparametric method for the estimation of mixture cure models is proposed. Nonparametric estimators for the cure probability (incidence) and for the survival function of the uncured population (latency) are introduced.
Ana López-Cheda, Ricardo Cao, Mª Amalia Jácome, Ingrid Van Keilegom   +3 more
doaj   +1 more source

nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference

Journal of Statistical Software, 2019
Nonparametric kernel density and local polynomial regression estimators are very popular in statistics, economics, and many other disciplines. They are routinely employed in applied work, either as part of the main empirical analysis or as a preliminary ...
Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell   +2 more
doaj   +1 more source

ON THE PERFORMANCE OF NONPARAMETRIC SPECIFICATION TESTS IN REGRESSION MODELS [PDF]

, 2013
Some recently developed nonparametric specification tests for regression models are described in a unified way. The common characteristic of these tests is that they are consistent against any alternative hypothesis.
Chesborough HW, Chesbrough H, Chesbrough HW, Chesbrough HW, Department for Business, Enterprise and Regulatory Reform, Department of Enterprise, Trade and Investment, Department of Enterprise, Trade and Investment, Dunning JH, European Commission, Hewitt-Dundas N, Iansiti M, Jarzabkowski P, Monteny F   +12 more
core   +1 more source

Realized density estimation using intraday prices

Croatian Review of Economic, Business and Social Statistics, 2020
Availability of high-frequency data, in line with IT developments, enables the use of Availability of high-frequency data, in line with IT developments, enables the use of more information to estimate not only the variance (volatility), but also higher ...
Arnerić Josip
doaj   +1 more source