Results 11 to 20 of about 81,542 (267)

A New Kernel Estimator of Copulas Based on Beta Quantile Transformations

Mathematics, 2021
A copula is a multivariate cumulative distribution function with marginal distributions Uniform(0,1). For this reason, a classical kernel estimator does not work and this estimator needs to be corrected at boundaries, which increases the difficulty of ...
Catalina Bolancé, Carlos Alberto Acuña
doaj   +1 more source

An Improved Model for Kernel Density Estimation Based on Quadtree and Quasi-Interpolation

Mathematics, 2022
There are three main problems for classical kernel density estimation in its application: boundary problem, over-smoothing problem of high (low)-density region and low-efficiency problem of large samples.
Jiecheng Wang, Yantong Liu, Jincai Chang
doaj   +1 more source

Kernel density estimation and its application

ITM Web of Conferences, 2018
Kernel density estimation is a technique for estimation of probability density function that is a must-have enabling the user to better analyse the studied probability distribution than when using a traditional histogram. Unlike the histogram, the kernel
Węglarczyk Stanisław
doaj   +1 more source

Improved parameter estimation of Time Dependent Kernel Density by using Artificial Neural Networks

Journal of Finance and Data Science, 2018
Time Dependent Kernel Density Estimation (TDKDE) used in modelling time-varying phenomenon requires two input parameters known as bandwidth and discount to perform.
Xing Wang, Chris P. Tsokos, Abolfazl Saghafi   +2 more
doaj   +1 more source

Research of comparative analysis of nonparametric density estimation by applying Monte Carlo method

Lietuvos Matematikos Rinkinys, 2013
This paper presents nonparametric statistical estimation of distribution density. The Monte Carlo  method is used to show the effects of kernel function for multimodal kernel density estimation.
Indrė Drulytė, Tomas Ruzgas
doaj   +1 more source

A Deconvolutional Deblurring Algorithm Based on Short- and Long-Exposure Images

Sensors, 2022
An iterative image restoration algorithm, directed at the image deblurring problem and based on the concept of long- and short-exposure deblurring, was proposed under the image deconvolution framework by investigating the imaging principle and existing ...
Yang Bai, Zheng Tan, Qunbo Lv, Min Huang
doaj   +1 more source

Double Kernel Estimation of Sensitivities [PDF]

Journal of Applied Probability, 2009
In this paper we address the general issue of estimating the sensitivity of the expectation of a random variable with respect to a parameter characterizing its evolution. In finance, for example, the sensitivities of the price of a contingent claim are called the Greeks. A new way of estimating the Greeks has recently been introduced in Elie, Fermanian
openaire   +5 more sources

Kernel Estimation of Relative Risk [PDF]

Bernoulli, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kelsall, Julia E., Diggle, Peter J.
openaire   +3 more sources

Computationally Efficient Bootstrap Expressions for Bandwidth Selection in Nonparametric Curve Estimation

Proceedings, 2018
Bootstrap methods are used for bandwidth selection in: (1) nonparametric kernel density estimation with dependent data (smoothed stationary bootstrap and smoothed moving blocks bootstrap), and (2) nonparametric kernel hazard rate estimation (smoothed ...
Inés Barbeito, Ricardo Cao
doaj   +1 more source

An Assessment of Hermite Function Based Approximations of Mutual Information Applied to Independent Component Analysis

Entropy, 2008
At the heart of many ICA techniques is a nonparametric estimate of an information measure, usually via nonparametric density estimation, for example, kernel density estimation.
Julian Sorensen
doaj   +1 more source