Results 21 to 30 of about 19,668 (310)
A Bayesian nonparametric estimation to entropy [PDF]
Brazilian Journal of Probability and Statistics, 2021 A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft and Soofi (1994). Several theoretical properties, such as consistency, of the proposed estimator are obtained.
Al-Labadi, Luai +3 more
openaire +3 more sources
Regularization of nonparametric frontier estimators [PDF]
Journal of Econometrics, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daouia, Abdelaati +2 more
openaire +11 more sources
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
Bayesian nonparametric subspace estimation [PDF]
2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2017 Principal component analysis is a widely used technique to perform dimension reduction. However, selecting a finite number of significant components is essential and remains a crucial issue. Only few attempts have proposed a probabilistic approach to adaptively select this number. This paper introduces a Bayesian nonparametric model to jointly estimate
Elvira, Clément +2 more
openaire +2 more sources
Barekeng, 2022 ISSI reflects the movement of sharia stock prices as a whole. It is necessary to forecast the share price to help investors determine whether the shares should be sold, bought, or retained. This study aims to predict the value of ISSI using nonparametric
Yuniar Farida +2 more
doaj +1 more source
On Nonparametric Hazard Estimation [PDF]
Journal of Biometrics & Biostatistics, 2015 The Nelson-Aalen estimator provides the basis for the ubiquitous Kaplan-Meier estimator, and therefore is an essential tool for nonparametric survival analysis. This article reviews martingale theory and its role in demonstrating that the Nelson-Aalen estimator is uniformly consistent for estimating the cumulative hazard function for right-censored ...
openaire +2 more sources
Nonparametric ridge estimation
The Annals of Statistics, 2014 Published in at http://dx.doi.org/10.1214/14-AOS1218 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Genovese Christopher R. +3 more
openaire +4 more sources
Uniform Bahadur Representation for Nonparametric Censored Quantile Regression: A Redistribution-of-Mass Approach [PDF]
, 2016 Censored quantile regressions have received a great deal of attention in the literature. In a linear setup, recent research has found that an estimator based on the idea of “redistribution-of-mass” in Efron (1967, Proceedings of the Fifth Berkeley ...
Kong, Efang, Xia, Yingcun
core +1 more source
Data-Based Nonparametric Signal Filtration
Austrian Journal of Statistics, 2016 The problem of stochastic signal filtration under nonparametric uncertainties is considered. A probabilistic description of the signal process is assumed to be completely unknown. The Bayes estimator can not be constructed in this case.
Alexander V. Dobrovidov +1 more
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 +2 more
doaj +1 more source