Results 31 to 40 of about 229,123 (176)
Bias Adjustment for a Nonparametric Entropy Estimator
Entropy, 2013 Zhang in 2012 introduced a nonparametric estimator of Shannon’s entropy, whose bias decays exponentially fast when the alphabet is finite. We propose a methodology to estimate the bias of this estimator.
Zhiyi Zhang, Michael Grabchak
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Semi-parametric regression: Efficiency gains from modeling the nonparametric part
, 2011 It is widely admitted that structured nonparametric modeling that circumvents the curse of dimensionality is important in nonparametric estimation. In this paper we show that the same holds for semi-parametric estimation.
Mammen, Enno +2 more
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Regularization of nonparametric frontier estimators [PDF]
Journal of Econometrics, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daouia, Abdelaati +2 more
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Asymptotic equivalence and adaptive estimation for robust nonparametric regression [PDF]
, 2009 Asymptotic equivalence theory developed in the literature so far are only for bounded loss functions. This limits the potential applications of the theory because many commonly used loss functions in statistical inference are unbounded.
Cai, T. Tony, Zhou, Harrison H.
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NONPARAMETRIC ESTIMATION OF HOMOGENEOUS FUNCTIONS [PDF]
Econometric Theory, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tripathi, Gautam, Kim, Woocheol
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On Nonparametric Estimation of Covariogram
Austrian Journal of StatisticsThe paper overviews and investigates several nonparametric methods of estimating covariograms. It provides a unified approach and notation to compare the main approaches used in applied research.
Adam Bilchouris, Andriy Olenko
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Nonparametric Regression Estimation for Circular Data
Proceedings, 2019 Non-parametric regression with a circular response variable and a unidimensional linear regressor is a topic which was discussed in the literature.
Andrea Meilán-Vila +3 more
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Nonparametric estimation of composite functions [PDF]
, 2009 We study the problem of nonparametric estimation of a multivariate function $g:\mathbb {R}^d\to\mathbb{R}$ that can be represented as a composition of two unknown smooth functions $f:\mathbb{R}\to\mathbb{R}$ and $G:\mathbb{R}^d\to \mathbb{R}$. We suppose
Juditsky, Anatoli B. +2 more
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Nonparametric Copula Density Estimation Methodologies
MathematicsThis paper proposes several methodologies whose objective consists of securing copula density estimates. More specifically, this aim will be achieved by differentiating bivariate least-squares polynomials fitted to Deheuvels’ empirical copulas, by making
Serge B. Provost, Yishan Zang
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Gini estimation under infinite variance [PDF]
, 2017 We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index $\alpha\in(1,2)$). We show that,
Cirillo, Pasquale +2 more
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