Results 1 to 10 of about 231,426 (276)
Nonparametric ridge estimation
The Annals of Statistics, 2014 We study the problem of estimating the ridges of a density function. Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density. It can also be used to find hidden structure in point cloud data.
Genovese, Christopher R. +3 more
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Nonparametric estimation via partial derivatives. [PDF]
J R Stat Soc Series B Stat MethodolAbstract Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically large dataset sizes for reliable conclusions. We develop an approach based on partial derivatives, either observed or estimated, to effectively estimate the function at near-parametric convergence ...
Dai X.
europepmc +4 more sources
Daily nonparametric ARCH(1) model estimation using intraday high frequency data
AIMS Mathematics, 2021 In this paper, the intraday high-frequency data are used to estimate the volatility function of daily nonparametric ARCH(1) model. A nonparametric volatility proxy model is proposed to achieve this objective.
Xin Liang +3 more
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Nonparametric instrumental variable estimation [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2017 In this article, we introduce the commands npiv and npivcv, which implement nonparametric instrumental-variable (NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands can impose the constraint that the resulting estimated function is monotone.
Wilhelm, D, Kim, D, Chetverikov, D
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Technological and Economic Development of Economy, 2023 Probability weighting function (PWF) is the psychological probability of a decision-maker for objective probability, which reflects and predicts the risk preferences of decision-maker in behavioral decisionmaking.
Sheng Wu +4 more
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Mathematics, 2021 Nonparametric regression becomes a potential solution if the parametric regression assumption is too restrictive while the regression curve is assumed to be known.
Helida Nurcahayani +2 more
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Asymptotics for L 1 $L_{1}$ -wavelet method for nonparametric regression
Journal of Inequalities and Applications, 2020 Wavelets are particularly useful because of their natural adaptive ability to characterize data with intrinsically local properties. When the data contain outliers or come from a population with a heavy-tailed distribution, L 1 $L_{1}$ -estimation should
Xingcai Zhou, Fangxia Zhu
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Nonparametric Pointwise Estimation for a Regression Model with Multiplicative Noise
Journal of Function Spaces, 2021 In this paper, we consider a general nonparametric regression estimation model with the feature of having multiplicative noise. We propose a linear estimator and nonlinear estimator by wavelet method.
Jia Chen, Junke Kou
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Journal of Causal Inference, 2023 There is a long-standing debate in the statistical, epidemiological, and econometric fields as to whether nonparametric estimation that uses machine learning in model fitting confers any meaningful advantage over simpler, parametric approaches in finite ...
Rudolph Kara E. +4 more
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On nonparametric spectral estimation [PDF]
Circuits Systems and Signal Processing, 1999 Publication in the conference proceedings of EUSIPCO, Rhodes, Greece ...
Stoica, Petre, Sundin, Tomas
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