Results 51 to 60 of about 2,294,554 (154)

Nonparametric estimation and inference for conditional density based Granger causality measures

, 2014
We propose a nonparametric estimation and inference for conditional density based Granger causality measures that quantify linear and nonlinear Granger causalities.
A. Taamouti, T. Bouezmarni, A. El Ghouch
semanticscholar   +1 more source

Nonparametric Estimation of the Tail-Dependence Coefficient

Revstat Statistical Journal, 2013
A common measure of tail dependence is the so-called tail-dependence coefficient. We present a nonparametric estimator of the tail-dependence coefficient and prove its strong consistency and asymptotic normality in the case of known marginal ...
Marta Ferreira
doaj   +1 more source

Nonparametric Method for Modeling Clustering Phenomena in Emergency Calls Under Spatial-Temporal Self-Exciting Point Processes

IEEE Access, 2019
In this paper, a nonparametric spatial-temporal self-exciting point process is proposed to model clustering features in emergency calls. Gaussian kernel density functions are considered.
Chenlong Li, Zhanjie Song, Xu Wang
doaj   +1 more source

SPECIES: An R Package for Species Richness Estimation

Journal of Statistical Software, 2011
We introduce an R package SPECIES for species richness or diversity estimation. This package provides simple R functions to compute point and confidence interval estimates of species number from a few nonparametric and semi-parametric methods.
Ji-Ping Wang
doaj  

Nonparametric Functions Estimation Using Biased Data

Mathematics
Biased or weighted sampling frequently arises in reliability testing, biomedical survival analysis, and quality-control studies, where the observed data deviate systematically from the target population.
Abdel-Salam G. Abdel-Salam, Ibrahim A. Ahmad   +1 more
doaj   +1 more source

Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric

Econometrics, 2019
It is well known that efficient estimation of average treatment effects can be obtained by the method of inverse propensity score weighting, using the estimated propensity score, even when the true one is known.
Kyoo il Kim
doaj   +1 more source

Jackknife Estimator of Species Richness with S-PLUS

Journal of Statistical Software, 2005
An estimate of the number of species, S , usually called species richness by ecologists, in an area is one of the basic statistics used to ascertain biological diversity. Traditionally ecologists have used the number of species observed in a sample, S0 ,
Christina D. Smith, Jeffrey S. Pontius
doaj  

Nonparametric estimation for stochastic differential equations with random effects

, 2013
We consider N independent stochastic processes (Xj(t),t∈[0,T]), j=1,…,N, defined by a one-dimensional stochastic differential equation with coefficients depending on a random variable ϕj and study the nonparametric estimation of the density of the random
F. Comte, V. Genon-Catalot, Adeline Samson   +2 more
semanticscholar   +1 more source

Nonparametric estimation of conditional incremental effects

Journal of Causal Inference
Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics.
McClean Alec, Branson Zach, Kennedy Edward H.   +2 more
doaj   +1 more source

portfolio optimization based on nonparametric estimation methods [PDF]

مدیریت تولید و عملیات, 2017
One of the major issues investors are facing with in capital markets is decision making about select an appropriate stock exchange for investing and selecting an optimal portfolio. This process is done through the risk and expected return assessment.
mahsa ghandehari, azimeh shamshiri, saeed fathi   +2 more
doaj