Legendre polynomial order selection in projection pursuit density estimation
Lietuvos Matematikos Rinkinys, 2013 Projection pursuit method and its application to probability density estimation is discussed. Method proposed by J.H. Friedman, based on projection density estimation using orthogonal Legendre polynomials, is analysed.
Mindaugas Kavaliauskas
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Analysis of Option Butterfly Portfolio Models Based on Nonparametric Estimation Deep Learning Method
Journal of Function Spaces, 2023 The option butterfly portfolio is the commonly option arbitrage strategy. In reality, because the distribution of the option state price density (SPD) function is not normal and unknown, so the nonparametric deep learning methods to estimate option ...
Xiangyu Ge +4 more
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pyrichlet: A Python Package for Density Estimation and Clustering Using Gaussian Mixture Models
Journal of Statistical SoftwareBayesian nonparametric models have proven to be successful tools for clustering and density estimation. While there exists a nourished ecosystem of implementations in R, for Python there are only a few. Here we develop a Python package called pyrichlet,
Fidel Selva +2 more
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Nonparametric Probability Density Function Estimation Using the Padé Approximation
AlgorithmsEstimating the Probability Density Function (PDF) of observed data is crucial as a problem in its own right, and also for diverse engineering applications.
Hamid Reza Aghamiri +3 more
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On using nonparametric approaches for precipitation estimation
ITM Web of Conferences, 2018 Nonparametric density estimation methods have been used for precipitation estimation for decades. The new approach for estimating the density proposed recently by Geenens and Wang appears to offer advantages over them as far as their behavior in the tail
Grządziel Mariusz
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A Novel Nonparametric Estimation for Conditional Copula Functions Based on Bayes Theorem
IEEE Access, 2019 Conditional copula which measures the conditional dependence among variables, possesses a special position in copula field. In this article, based on Bayes theorem, we derive three kinds of conditional copula functions as the product of the corresponding
Xinyao Li, Weihong Zhang, Liangli He
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Hydrology, 2022 Low-lying coastal communities are often threatened by compound flooding (CF), which can be determined through the joint occurrence of storm surges, rainfall and river discharge, either successively or in close succession.
Shahid Latif, Slobodan P. Simonovic
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Feature Screening via Mutual Information Learning Based on Nonparametric Density Estimation
Journal of Mathematics, 2022 With the advent of the era of big data, feature selection in high- or ultra-high-dimensional data is increasingly important in statistics and machine learning fields.
Shengbin Zhou, Tao Wang, Yejin Huang
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Fault Diagnosis Method of Wind Turbine Pitch Angle Based on PCA-KNN Fusion Algorithm
Zhongguo dianli, 2021 With regard to the four main fault types of the pitch angle of a wind turbine pitch system and the data analysis of the wind turbine, an identification method of abnormal pitch angles of a wind turbine is proposed, depending on nonparametric kernel ...
Xi CHEN +5 more
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Local linear approach: Conditional density estimate for functional and censored data
Demonstratio Mathematica, 2022 Let YY be a random real response, which is subject to right censoring by another random variable CC. In this paper, we study the nonparametric local linear estimation of the conditional density of a scalar response variable and when the covariable takes ...
Benkhaled Abdelkader, Madani Fethi
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