Results 81 to 90 of about 258,234 (187)

Kernel estimation of density level sets

open access: yesJournal of Multivariate Analysis, 2006
Let $f$ be a multivariate density and $f\_n$ be a kernel estimate of $f$ drawn from the $n$-sample $X\_1,...,X\_n$ of i.i.d. random variables with density $f$. We compute the asymptotic rate of convergence towards 0 of the volume of the symmetric difference between the $t$-level set $\{f\geq t\}$ and its plug-in estimator $\{f\_n\geq t\}$.
openaire   +4 more sources

Forest Fire Risk Mapping by Kernel Density Estimation

open access: yesCroatian Journal of Forest Engineering, 2011
When evaluating wildland fires, well prepared forest fire risk maps are regarded as one of the most valuable tools for forest managers, and during the production stage of these maps, association between historical fire data and other factors, such as ...
Semih Kuter   +2 more
doaj  

Weighted 2D-kernel density estimations provide a new probabilistic measure for epigenetic age

open access: yesGenome Biology
Epigenetic aging signatures provide insights into human aging, but traditional clocks rely on linear regression of DNA methylation levels, assuming linear trajectories.
Juan-Felipe Perez-Correa   +6 more
doaj   +1 more source

Comparative Evaluation of Nonparametric Density Estimators for Gaussian Mixture Models with Clustering Support

open access: yesAxioms
The article investigates the accuracy of nonparametric univariate density estimation methods applied to various Gaussian mixture models. A comprehensive comparative analysis is performed for four popular estimation approaches: adaptive kernel density ...
Tomas Ruzgas   +3 more
doaj   +1 more source

Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC [PDF]

open access: yes
Kernel density estimation for multivariate data is an important technique that has a wide range of applications in econometrics and finance. However, it has received significantly less attention than its univariate counterpart.
Maxwell L. King,   +2 more
core  

Nonparametric Estimation of Risk-Neutral Densities [PDF]

open access: yes
This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk ...
Maria Grith   +2 more
core  

How the Distribution of After-Tax Income Changed over the 1990s Business Cycle: A Comparison of the United States, Great Britain, Germany and Japan [PDF]

open access: yes
Using kernel density estimation we find that over their 1990s business cycles the entire distribution of after-tax (disposable) income moved to the right in the United States and Great Britain while inequality declined.
Ludmila Rovba   +2 more
core  

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