Results 21 to 30 of about 2,482,864 (253)
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
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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 +3 more
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Xiandai dianliAiming at the issue of insufficient local adaptability in kernel density estimation algorithm for wind power interval prediction, we propose an adaptive kernel density estimation algorithm for wind power ultra-short-term interval prediction.
Hengkuan GUO +4 more
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Rating Crop Insurance Policies with Efficient Nonparametric Estimators That Admit Mixed Data Types
Journal of Agricultural and Resource Economics, 2006 The identification of improved methods for characterizing crop yield densities has experienced a recent surge in activity due in part to the central role played by crop insurance in the Agricultural Risk Protection Act of 2000 (estimates of yield ...
Jeffrey S. Racine, Alan P. Ker
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Interval Estimation of Value-at-Risk Based on Nonparametric Models
Econometrics, 2018 Value-at-Risk (VaR) has become the most important benchmark for measuring risk in portfolios of different types of financial instruments. However, as reported by many authors, estimating VaR is subject to a high level of uncertainty.
Hussein Khraibani +2 more
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Bivariate box plots based on quantile regression curves
Dependence Modeling, 2020 In this paper, we propose a procedure to build bivariate box plots (BBP). We first obtain the theoretical BBP for a random vector (X, Y). They are based on the univariate box plot of X and the conditional quantile curves of Y|X. They can be computed from
Navarro Jorge
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A forward-constrained regression algorithm for sparse kernel density estimation [PDF]
, 2008 Using the classical Parzen window (PW) estimate as the target function, the sparse kernel density estimator is constructed in a forward-constrained regression (FCR) manner. The proposed algorithm selects significant kernels one at a time, while the leave-
Harris, C. J. +8 more
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Molecular Oncology, EarlyView.Circulating microRNA profiles distinguish nonmalignant Lynch syndrome from cancer‐associated Lynch syndrome, sporadic colorectal cancer, and healthy controls. Age‐stratified analysis reveals disease‐specific regulatory states, and a six‐miRNA panel shows concordant separation in an independent colorectal tissue cohort.
Ramadhani Salum Chambuso +5 more
wiley +1 more source
Maximum kernel likelihood estimation [PDF]
, 2008 We introduce an estimator for the population mean based on maximizing likelihoods formed by parameterizing a kernel density estimate. Due to these origins, we have dubbed the estimator the maximum kernel likelihood estimate (mkle). A speedy computational
Jaki, Thomas, West, R. Webster
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Transformation kernel density estimation of actuarial loss functions [PDF]
, 2013 [cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a
Guillén, Montserrat +2 more
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