Results 31 to 40 of about 47,749 (264)

Adaptive Reduction of Curse of Dimensionality in Nonparametric Instrumental Variable Estimation

Mathematics
Nonparametric estimation of instrumental variable treatment effects typically builds on various nonparametric identification results. However, these estimators often face challenges from the curse of dimensionality in practice, as multi-dimensional ...
Ming-Yueh Huang, Kwun Chuen Gary Chan
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

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
doaj   +1 more source

Nonparametric Range-Based Double Smoothing Spot Volatility Estimation for Diffusion Models

Complexity, 2020
We consider nonparametric spot volatility estimation for diffusion models with discrete high frequency observations. Our estimator is carried out in two steps.
Jingwei Cai
doaj   +1 more source

Wind power interval prediction based on hybrid semi-cloud model and nonparametric kernel density estimation

Energy Reports, 2022
In today’s increasingly serious world energy crisis, Renewable energy such as wind energy has gradually penetrated into life. Aiming at the uncertainty of wind power and the need of a mass of sample data in nonparametric kernel density estimation, a wind
Kai Zhang, Xiaodong Yu, Shulin Liu, Xia Dong, Daoqing Li, Hongzhi Zang, Rui Xu   +6 more
doaj   +1 more source

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, Mario Francisco-Fernández, Rosa M. Crujeiras, Agnese Panzera   +3 more
doaj   +1 more source

Nonparametric Estimation of Range Value at Risk

Computation, 2023
Range value at risk (RVaR) is a quantile-based risk measure with two parameters. As special examples, the value at risk (VaR) and the expected shortfall (ES), two well-known but competing regulatory risk measures, are both members of the RVaR family. The
Suparna Biswas, Rituparna Sen
doaj   +1 more source

On Hierarchical Composite Endpoints in Pediatric Cancer Supportive Care: Illustrative Examples From Two Multi‐Center Phase‐III Randomized Clinical Trials

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Pediatric supportive care clinical trials often involve multiple clinically important outcomes, complicating trial interpretation. Hierarchical composite endpoints (HCEs) provide a framework to integrate key outcomes according to clinical importance.
Willem H. Collier, Mark Zobeck, Adam J. Esbenshade, Christopher C. Dvorak, Lillian Sung, David Freyer, Sarah Alexander, Etan Orgel, Nicole J. Ullrich, Zach Prudowsky, Brian Fisher, Caitlin W. Elgarten   +11 more
wiley   +1 more source

Nonparametric Copula Density Estimation Methodologies

Mathematics
This 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
doaj   +1 more source

ANALISIS MODEL REGRESI NONPARAMETRIK SIRKULAR-LINEAR BERGANDA

E-Jurnal Matematika, 2016
Circular data are data which the value in form of vector is circular data. Statistic analysis that is used in analyzing circular data is circular statistics analysis.
KOMANG CANDRA IVAN, I WAYAN SUMARJAYA, MADE SUSILAWATI   +2 more
doaj   +1 more source