Results 11 to 20 of about 231,500 (249)

Nonparametric Estimation of the Interval Reliability [PDF]

Journal of Statistical Theory and Applications (JSTA), 2014
The interval reliability of a repairable system is the probability that the system is operating at a specified time and will continue to operate for a specified interval of time.
Angel Mathew, N. Balakrishna
doaj   +1 more source

Characterization of the asymptotic distribution of semiparametric M-estimators [PDF]

, 2010
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Ichimura, H, Lee, S
core   +3 more sources

Pointwise Estimation of Anisotropic Regression Functions Using Wavelets with Data-Driven Selection Rule

Mathematics, 2023
For nonparametric regression estimation, conventional research all focus on isotropic regression function. In this paper, a linear wavelet estimator of anisotropic regression function is constructed, the rate of convergence of this estimator is discussed
Jia Chen, Junke Kou
doaj   +1 more source

Convex Optimization in R

Journal of Statistical Software, 2014
Convex optimization now plays an essential role in many facets of statistics. We briefly survey some recent developments and describe some implementations of these methods in R .
Roger Koenker, Ivan Mizera
doaj   +1 more source

Partition Learning for Multiagent Planning

Journal of Robotics, 2012
Automated surveillance of large geographic areas and target tracking by a team of autonomous agents is a topic that has received significant research and development effort. The standard approach is to decompose this problem into two steps.
Jared Wood, J. Karl Hedrick
doaj   +1 more source

Multi-Step-Ahead Prediction Intervals for Nonparametric Autoregressions via Bootstrap: Consistency, Debiasing, and Pertinence

Stats, 2023
To address the difficult problem of the multi-step-ahead prediction of nonparametric autoregressions, we consider a forward bootstrap approach. Employing a local constant estimator, we can analyze a general type of nonparametric time-series model and ...
Dimitris N. Politis, Kejin Wu
doaj   +1 more source

Estimation and Inference for Spatio-Temporal Single-Index Models

Mathematics, 2023
To better fit the actual data, this paper will consider both spatio-temporal correlation and heterogeneity to build the model. In order to overcome the “curse of dimensionality” problem in the nonparametric method, we improve the estimation method of the
Hongxia Wang, Zihan Zhao, Hongxia Hao, Chao Huang   +3 more
doaj   +1 more source

Robust Estimation and Wavelet Thresholding in Partial Linear Models [PDF]

, 2006
This paper is concerned with a semiparametric partially linear regression model with unknown regression coefficients, an unknown nonparametric function for the non-linear component, and unobservable Gaussian distributed random errors.
Gannaz, Irène
core   +5 more sources

Finite-Sample Bounds on the Accuracy of Plug-In Estimators of Fisher Information

Entropy, 2021
Finite-sample bounds on the accuracy of Bhattacharya’s plug-in estimator for Fisher information are derived. These bounds are further improved by introducing a clipping step that allows for better control over the score function.
Wei Cao, Alex Dytso, Michael Fauß, H. Vincent Poor   +3 more
doaj   +1 more source

An Assessment of Hermite Function Based Approximations of Mutual Information Applied to Independent Component Analysis

Entropy, 2008
At the heart of many ICA techniques is a nonparametric estimate of an information measure, usually via nonparametric density estimation, for example, kernel density estimation.
Julian Sorensen
doaj   +1 more source