Results 41 to 50 of about 310,119 (204)
A Least Squares Method for Variance Estimation in Heteroscedastic Nonparametric Regression
Journal of Applied Mathematics, 2014 Interest in variance estimation in nonparametric regression has grown greatly in the past several decades. Among the existing methods, the least squares estimator in Tong and Wang (2005) is shown to have nice statistical properties and is also easy to ...
Yuejin Zhou, Yebin Cheng, Tiejun Tong
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Prewhitening-Based Estimation in Partial Linear Regression Models
Revstat Statistical Journal, 2009 The problem of semiparametric modelling in time series is considered. For this, partial linear regression models are used, that is, regression models where the regression function is the sum of a linear and a nonparametric component.
German Aneiros-Pérez +1 more
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Pointwise Wavelet Estimations for a Regression Model in Local Hölder Space
Axioms, 2022 This paper considers an unknown functional estimation problem in a regression model with multiplicative and additive noise. A linear wavelet estimator is first constructed by a wavelet projection operator.
Junke Kou, Qinmei Huang, Huijun Guo
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Global Bahadur Representation For NonParametric Censored Regression Quantiles and its Applications [PDF]
, 2013 This paper is concerned with the nonparametric estimation of regression quantiles of a response variable that is randomly censored. Using results on the strong uniform convergence rate of U-processes, we derive a global Bahadur representation for a ...
Linton, Oliver +2 more
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Nonparametric Estimation of Value-at-Risk [PDF]
SSRN Electronic Journal, 2012 A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). The proposed method consists of a double transformation kernel estimation.
Ramon Alemany +2 more
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A Novel Nonparametric Distance Estimator for Densities with Error Bounds
Entropy, 2013 The use of a metric to assess distance between probability densities is an important practical problem. In this work, a particular metric induced by an α-divergence is studied.
Alexandre R.F. Carvalho +2 more
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On the nonparametric estimation of the functional expectile regression
Comptes Rendus. Mathématique, 2020 In this note, we investigate the kernel-type estimator of the nonparametric expectile regression model for functional data. More precisely, we establish the almost complete convergence rate of this estimator under some mild conditions.
Mohammedi, Mustapha +2 more
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Nonparametric testing for long-horizon predictability with persistent covariates
, 2017 long-horizon predictability; nonparametric estimator; sieve ...
이진
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Nonparametric Frontier Estimation from Noisy Data [PDF]
A new nonparametric estimator of production a frontier is defined and studied when the data set of production units is contaminated by measurement error. The measurement error is assumed to be an additive normal random variable on the input variable, but
Van Bellegem, Sébastien +2 more
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Mixed Spline Smoothing and Kernel Estimator in Biresponse Nonparametric Regression
International Journal of Mathematics and Mathematical Sciences, 2021 Mixed estimators in nonparametric regression have been developed in models with one response. The biresponse cases with different patterns among predictor variables that tend to be mixed estimators are often encountered.
Dyah P. Rahmawati +3 more
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