Results 91 to 100 of about 501,333 (190)
A Bistochastic Nonparametric Estimator [PDF]
We explore the relevance of adopting a bistochastic nonparametric estimator. This estimator has two main implications. First, the estimator reduces variability according to the robust criterion of second-order stochastic (and Lorenz) dominance. This is a
Rafael Salas, Juan Gabriel Rodríguez
core
Survival Analysis as Imprecise Classification with Trainable Kernels
Survival analysis is a fundamental tool for modeling time-to-event data in healthcare, engineering, and finance, where censored observations pose significant challenges.
Andrei Konstantinov +5 more
doaj +1 more source
This study explores the application of Nadaraya-Watson Kernel Regression, a nonparametric statistical estimator within a machine learning (ML) framework, to model the thermal stability of Metal-Organic Frameworks (MOF) based on their structural ...
Harun Al Azies +6 more
doaj +1 more source
Bootstrap variance estimation for Nadaraya quantile estimator [PDF]
Nadaraya quantile estimator, Order-calibration, Smoothed bootstrap, 62G05, 62G09, 62G30,
Cheung, KY +5 more
core +1 more source
Nadaraya-Watson Density Estimation for Interval Censored Data
This paper is concerned with the nonparametric estimation of a density function when the data are incomplete due to interval censoring.
Stoimenova, E.
core +1 more source
BENK: The Beran Estimator with Neural Kernels for Estimating the Heterogeneous Treatment Effect
A method for estimating the conditional average treatment effect under the condition of censored time-to-event data, called BENK (the Beran Estimator with Neural Kernels), is proposed.
Stanislav Kirpichenko +3 more
doaj +1 more source
Nadaraya-Watson estimation of a nonparametric autoregressive model
Ben Célestin KOUASSI +2 more
openaire +2 more sources
The Graphical Nadaraya-Watson Estimator in Latent Position Models
Given a graph with a subset of labeled nodes, we are interested in the quality of the averaging estimator which for an unlabeled node predicts the average of the observations of its labeled neighbours. We rigorously study concentration properties, variance bounds and risk bounds in this context. While the estimator itself is very simple we believe that
Gjorgjevski, Martin +3 more
openaire +1 more source
Weighted Nadaraya-Watson regression estimation
In this article, we study nonparametric estimation of regression function by using the weighted Nadaraya-Watson approach. We establish the asymptotic normality and weak consistency of the resulting estimator for [alpha]-mixing time series at both ...
Cai, Zongwu
core
Exchange rate volatility poses significant challenges for economic planning, risk management, and policy formulation in emerging economies such as Kenya.
Martin Kithinji +2 more
core +1 more source

