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Adaptive Kernel Density Estimation [PDF]
This insert describes the module akdensity. akdensity extends the official kdensity that estimates density functions by the kernel method. The extensions are of two types: akdensity allows the use of an “adaptive kernel” approach with varying, rather than fixed, bandwidths; and akdensity estimates pointwise variability bands around the estimated ...
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Contingent Kernel Density Estimation
Kernel density estimation is a widely used method for estimating a distribution based on a sample of points drawn from that distribution. Generally, in practice some form of error contaminates the sample of observed points. Such error can be the result of imprecise measurements or observation bias.
Fortmann-Roe, Scott +2 more
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Asymptotic Behaviors of Nearest Neighbor Kernel Density Estimator in Left-truncated Data [PDF]
Kernel density estimators are the basic tools for density estimation in non-parametric statistics. The k-nearest neighbor kernel estimators represent a special form of kernel density estimators, in which the bandwidth is varied depending on the ...
V. Fakoor
doaj
Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method [PDF]
In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a distribution function defined by the stochastic approximation algorithm. We show that the estimator constructed using the stepsize which minimize the
Yousri Slaoui
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Variable Kernel Density Estimation
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Terrell, George R., Scott, David W.
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Double Kernel Estimation of Sensitivities [PDF]
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
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Kernel smoothers are often used in Lagrangian particle dispersion simulations to estimate the concentration distribution of tracer gasses, pollutants etc.
Gunther Bijloos, Johan Meyers
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A Criterion for the Fuzzy Set Estimation of the Regression Function
We propose a criterion to estimate the regression function by means of a nonparametric and fuzzy set estimator of the Nadaraya-Watson type, for independent pairs of data, obtaining a reduction of the integrated mean square error of the fuzzy set ...
Jesús A. Fajardo
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The stochastic approximation method for the estimation of a multivariate probability density
We apply the stochastic approximation method to construct a large class of recursive kernel estimators of a probability density, including the one introduced by Hall and Patil (1994).
Mokkadem, Abdelkader +2 more
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This paper studies the kernel-type distribution estimator based on asymptotically almost negatively associated (AANA, for short) samples. The rate of uniformly strong consistency is established under some mild conditions.
Shipeng Wu +3 more
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