scientific article

From MaRDI portal
Revision as of 20:08, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3896361

zbMath0449.62029MaRDI QIDQ3896361

James R. Thompson, Richard A. Tapia

Publication date: 1978


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (71)

Statistical decisions under nonparametric a priori informationInformation theoretic criteria in non-parametric density estimation. Bias and variance in the infinite dimensional caseNecessary and sufficient conditions for the asymptotic normality of perturbed sample quantilesBayesian and likelihood inference from equally weighted mixturesTwo-dimensional Bernstein polynomial density estimatorsA stochastic simulation method for uncertainty quantification in the linearized inverse conductivity problemA data dependent approach to density estimationFourier and Hermite series estimates of regression functionsUniform in bandwidth consistency of nonparametric regression based on copula representationTrimmed jackknife kernel estimate for the probability density functionNonparametric recursive method for kernel-type function estimators for spatial dataUniform consistency of automatic and location-adaptive delta-sequence estimatorsA comparative study of several smoothing methods in density estimationSemiparametric score driven volatility modelsBandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation methodSome results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applicationsEfficient estimation in semiparametric GARCH modelsComponent selection and smoothing in multivariate nonparametric regressionNon‐parametric estimation for renewal processes from event count dataA note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity modelEstimating and bootstrapping Malmquist indicesOn penalized likelihood estimation for a non-proportional hazards regression modelNonparametric density estimation for censored survival data: Regression‐spline approachMultivariate wavelet estimators for weakly dependent processes: strong consistency rateAsymptotic normality of the regression mode in the nonparametric random design model for censored dataNonparametric recursive estimation for multivariate derivative functions by stochastic approximation methodA penalty method for nonparametric estimation of the intensity function of a counting processUsing \(M\)-type smoothing splines to estimate the spectral density of a stationary time seriesMultivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic resultsNonparametric estimation of the location and scale parameters based on density estimationFitting conditional distributions using orthogonal expansionsNonparametric maximum likelihood estimation of a probability density via mathematical programmingMutual information analysis: a comprehensive studySome asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processesA nonparametric approach to analyzing large human populationsARCH modeling in finance. A review of the theory and empirical evidenceBimodal t-ratios: the impact of thick tails on inferenceEstimation of multivariate non-linear time series modelsRelative efficiency and deficiency of kernel type estimators of smooth distribution functionsOn the efficiency of a semi‐parametric GARCH modelPractical bandwidth selection in deconvolution kernel density estimationUnnamed ItemOptimal convergence properties of kernel density estimators without differentiability conditionsMaximum entropy estimation of density and regression functionsDistribution approximation and modelling via orthogonal polynomial sequencesOrientation distribution within a single hematite crystalOptimal partial ridge estimation in restricted semiparametric regression modelsDensity estimation under the koziol‐green model of censoring by penalized likelihood methodsCalibration as estimationData-driven deconvolution recursive kernel density estimators defined by stochastic approximation methodA note on kernel density estimation for non-negative random variablesA model for estimating environmental risk using multidimensional quantal response surfacesBackfitting in smoothing spline ANOVAOn the histogram as a density estimator:L 2 theoryEstimating a mixing distribution in a multiple observation settingLeast trimmed squares ridge estimation in partially linear regression modelsUnnamed ItemA note on optimal nonparametric function estimationUniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored dataPenalized maximum-likelihood estimation, the Baum-Welch algorithm, diagonal balancing of symmetric matrices and applications to training acoustic dataAsymptotics for function derivatives estimators based on stationary and ergodic discrete time processesOn estimating the growth function of tumorsOn the convergence of kernel estimators of probability density functionsConcept of random sets as applied to the design of structures and analysis of expert opinions for aircraft crashThe choice of a kernel function in the graduation of counting process intensitiesOptimal nonparametric function estimationNonparametric estimation of dichotomic regression with biomedical applicationsAsymptotics for \(L_ p\)-norms of kernel estimators of densitiesSubordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependenceA new smoothness quantification in kernel density estimationA model trust-region modification of Newton's method for nonlinear two- point boundary-value problems







This page was built for publication: