Results 61 to 70 of about 71,119 (185)
A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
Entropy, 2014 We investigate the asymptotic construction of constant-risk Bayesian predictive densities under the Kullback–Leibler risk when the distributions of data and target variables are different and have a common unknown parameter. It is known that the Kullback–
Keisuke Yano, Fumiyasu Komaki
doaj +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Minimax polynomial approximation [PDF]
Mathematics of Computation, 1966 Some new methods for obtaining the minimax polynomial approximation of degree n n to a continuous function are introduced, and applied to several simple functions. The amount of computation required is substantially reduced compared with that of previous methods.
openaire +1 more source
Optimal Control Systems Design of Communication Networks
Adaptivni Sistemi Avtomatičnogo Upravlinnâ, 2017 the principles of control systems' optimal design are given while it is running two main modes: stationary and automatic. The search methods of decisions in accordance with these modes are offered.
Ihor Parkhomei +4 more
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Subgroup Identification via Multiple Change Point Detection: Methods and Applications
WIREs Computational Statistics, Volume 18, Issue 2, June 2026.Subgroup identification methods facilitate the discovery of clinically meaningful subpopulations with differing disease progression, improving personalized risk assessment and treatment strategies. ABSTRACT Subgroup identification is a significant research area in statistics and machine learning, aiming to partition a heterogeneous population into more
Yaguang Li +3 more
wiley +1 more source
From Minimax Shrinkage Estimation to Minimax Shrinkage Prediction
Statistical Science, 2012 Published in at http://dx.doi.org/10.1214/11-STS383 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)
George, Edward I, Liang, Feng, Xu, Xinyi
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On detection of Gaussian stochactic vectors
Учёные записки Казанского университета: Серия Физико-математические науки, 2018 The problem of minimax detection of a Gaussian random signal vector in white Gaussian additive noise has been considered. We suppose that an unknown vector s of the signal vector intensities belongs to the given set E.
M.V. Burnashev
doaj
, 2007 We consider the linear regression problem of estimating an unknown, deterministic parameter vector based on measurements corrupted by colored Gaussian noise. We present and analyze blind minimax estimators (BMEs), which consist of a bounded parameter set
Ben-Haim, Zvika, Eldar, Yonina C.
core +2 more sources