Nonparametric estimation of an additive quantile regression model [PDF]
, 2004 This paper is concerned with estimating the additive components of a nonparametric additive quantile regression model. We develop an estimator that is asymptotically normally distributed with a rate of convergence in probability of n^{-r/(2+10)} when ...
Joel L. Horowitz +5 more
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Nonparametric Density Estimation for Positive Time Series [PDF]
The Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions have been put forward to solve this boundary problem. In this paper we propose
Jeroen V.K. Rombouts, Taoufik Bouezmarni
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NONPARAMETRIC ESTIMATION AND TESTING FOR PANEL COUNT DATA WITH INFORMATIVE TERMINAL EVENT. [PDF]
Stat Sin, 2023 Hu X, Liu L, Zhang Y, Zhao X.
europepmc +1 more source
Nonparametric estimation of marked survival data in the presence of dependent censoring. [PDF]
Stat Med, 2023 Sanusi B, Cai J, Hudgens MG.
europepmc +1 more source
DESIGN-ADAPTIVE POINTWISE NONPARAMETRIC REGRESSION ESTIMATION FOR RECURRENT MARKOV TIME SERIES [PDF]
A general framework is proposed for (auto)regression nonparametric estimation of recurrent time series in a class of Hilbert Markov processes with a Lipschitz conditional mean.
Guerre
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Singular wavelets on a finite interval
Informatika, 2018 Nonparametric methods are used in complex cases where model information is insufficient. A new method of nonparametric approximation, the singular wavelet method, is developed.
V. M. Romanchak
doaj
Integral Least-Squares Inferences for Semiparametric Models with Functional Data
Journal of Applied Mathematics, 2014 The inferences for semiparametric models with functional data are investigated. We propose an integral least-squares technique for estimating the parametric components, and the asymptotic normality of the resulting integral least-squares estimator is ...
Limian Zhao, Peixin Zhao
doaj +1 more source
Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation [PDF]
We study nonparametric estimation of the volatility function of a diffusion process from discrete data, when the data are blurred by additional noise. This noise can be white or correlated, and serves as a model for microstructure effects in financial ...
Hoffmann, Marc +2 more
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Closed-form expressions and nonparametric estimation of COVID-19 infection rate. [PDF]
Automatica (Oxf), 2022 Bisiacco M, Pillonetto G, Cobelli C.
europepmc +1 more source
Bayesian Nonparametric Estimation and Consistency of Mixed Multinomial Logit Choice Models [PDF]
This paper develops nonparametric estimation for discrete choice models based on the Mixed Multinomial Logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random utility maximization,
Lancelot F. James +2 more
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