Adaptive Warped Kernel Estimators
From MaRDI portal
Publication:5251480
DOI10.1111/SJOS.12109zbMath1369.62062OpenAlexW1920463919MaRDI QIDQ5251480
Publication date: 20 May 2015
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12109
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (7)
Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates ⋮ Efficient nonparametric estimation of distribution for current status censoring ⋮ Adaptive warped kernel estimation for nonparametric regression with circular responses ⋮ Multivariate adaptive warped kernel estimation ⋮ Estimates for the SVD of the truncated Fourier transform on \(L^2(\cosh (B|\cdot |))\) and stable analytic continuation ⋮ Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model ⋮ Lasso and probabilistic inequalities for multivariate point processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Penalized projection estimators of the Aalen multiplicative intensity
- Adaptive estimation of the conditional cumulative distribution function from current status data
- Nonparametric regression with nonparametrically generated covariates
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- On boundary correction in kernel density estimation
- Asymptotic normality of nearest neighbor regression function estimates
- The estimation of the hazard function from randomly censored data by the kernel method
- Adaptive penalized M-estimation with current status data
- Wavelet regression in random design with heteroscedastic dependent errors
- Conditional empirical processes
- Regression in random design and warped wavelets
- Concentration around the mean for maxima of empirical processes
- Cumulative distribution function estimation under interval censoring case 1
- Regression in random design and Bayesian warped wavelets estimators
- Bandwidth choice for nonparametric hazard rate estimation
- Hellinger-consistency of certain nonparametric maximum likelihood estimators
- Minimax properties of beta kernel estimators
- Histogram selection for possibly censored data
- Warped bases for conditional density estimation
- A maxiset approach of a Gaussian noise model
- Adaptive estimation of the transition density of a particular hidden Markov chain
- Model selection for regression on a random design
- Estimation of a Cumulative Distribution Function Under Interval Censoring “case 1” Via Warped Wavelets
- Adaptive Estimation of Hazard Rate with Censored Data
- Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
- An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
- Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths
- PenalizationversusGoldenshluger − Lepski strategies in warped bases regression
- Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data
- Laws of iterated logarithm and related asymptotics for estimators of conditional density and mode
This page was built for publication: Adaptive Warped Kernel Estimators