Results 81 to 90 of about 310,119 (204)
Bayesian nonparametric duration model with censorship
Statistica, 2007 This paper is concerned with nonparametric i.i.d. durations models censored observations and we establish by a simple and unified approach the general structure of a bayesian nonparametric estimator for a survival function S.
Joseph Hakizamungu, Jean-Marie Rolin
doaj +1 more source
Nonparametric curve estimation with bernstein estimates
Metrika, 1997 For the estimation of the regression function in a random design model a Bernstein type estimator is proposed. The author studies various local and global asymptotic properties of this estimator: Consistency and asymptotic normality at a fixed point are proved and an asymptotic expression for the expectation of the estimator is derived.
openaire +1 more source
Nonparametric Mean Estimation for Big-but-Biased Data
Proceedings, 2018 Some authors have recently warned about the risks of the sentence with enough data, the numbers speak for themselves. The problem of nonparametric statistical inference in big data under the presence of sampling bias is considered in this work.
Laura Borrajo, Ricardo Cao
doaj +1 more source
Nonparametric estimation of the jump component in financial time series [PDF]
, 2012 In this thesis, we analyze nonparametric estimation of Lévy-based models using wavelets methods. As the considered class is restricted to pure-jump Lévy processes, it is sufficient to estimate their Lévy densities.
Yener, Serkan
core +1 more source
Demonstratio MathematicaThe aim of this article is to study a semi-functional partial linear regression model (SFPLR) for spatial data with responses missing at random (MAR).
Benchikh Tawfik +3 more
doaj +1 more source
Minimally Biased Nonparametric Regression and Autoregression
Revstat Statistical Journal, 2008 A nonparametric regression estimator is introduced which adapts to the smoothness of the unknown function being estimated. This property allows the new estimator to automatically achieve minimal bias over a large class of locally smooth functions ...
Timothy L. McMurry +1 more
doaj +1 more source
Nonparametric estimation of extremal dependence
, 2014 There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a multivariate distribution by modelling the marginal distributions and the dependence structure separately.
Kiriliouk, Anna +2 more
openaire +5 more sources
BarekengPath analysis tests the relationship between variables through cause and effect. The assumption of linearity must be met before conducting further tests on path analysis. If the shape of the relationship is nonlinear and the shape of the curve is unknown,
Devi Veda Amanda +3 more
doaj +1 more source
On the Nonparametric Estimation of Regression Functions
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1977 Summary We consider a nonparametric technique proposed by Priestley and Chao (1972) for estimating an unknown regression function. Conditions for strong convergence and asymptotic normality are discussed. Special consideration is given to the optimal choice of a weighting function.
openaire +2 more sources
Bootstrap estimation for nonparametric efficiency estimates [PDF]
, 1995 This paper develops a consistent bootstrap estimation procedure to obtain confidence intervals for nonparametric measures of productive efficiency. Although the methodology is illustrated in terms of technical efficiency measured by output distance functions, the technique can be easily extended to other consistent nonparametric frontier models ...
WILSON, Paul, SIMAR, Leopold
openaire +1 more source