Nonparametric curve estimation. Methods, theory, and applications
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Publication:1304191
DOI10.1007/B97679zbMATH Open0935.62039OpenAlexW2738137742MaRDI QIDQ1304191FDOQ1304191
Authors: Sam Efromovich 
Publication date: 12 October 1999
Published in: Springer Series in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b97679
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Cited In (only showing first 100 items - show all)
- Title not available (Why is that?)
- Comparing non-parametric regression lines via regression depth
- Support estimation via moment estimation in presence of noise
- Adaptive estimators for nonparametric heteroscedastic regression models
- Comparing two populations using Bayesian Fourier series density estimation
- New approaches to nonparametric density estimation and selection of smoothing parameters
- A unified treatment of direct and indirect estimation of a probability density and its derivatives
- A lower-bound oracle inequality for a blockwise-shrinkage estimate
- Near-optimality of linear recovery from indirect observations
- Wavelet analysis of big data contaminated by large noise in an fMRI study of neuroplasticity
- Asymptotic properties of nonparametric curve estimates
- Supersmooth density estimations over \(L^p\) risk by wavelets
- Regression function estimation as a partly inverse problem
- Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
- Hazard rate estimation for left truncated and right censored data
- On the limit in the equivalence between heteroscedastic regression and filtering model.
- Minimax Optimal Procedures for Locally Private Estimation
- Improved orthogonal polynomial density estimates
- Non asymptotic minimax estimation of functionals with noisy observations
- Estimation of a quadratic regression functional using the sinc kernel
- Adaptive Estimation of Hazard Rate with Censored Data
- Wavelet optimal estimations for a density with some additive noises
- Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting
- Lower bound for estimation of Sobolev densities of order less \(1/2\)
- Nonparametric Sequential Bayes Estimation of the Distribution Function
- Wavelet thresholding estimation of density derivatives from a negatively associated size-biased sample
- Convergence rates of wavelet density estimators for strongly mixing samples
- Wavelet optimal estimations for a multivariate probability density function under weighted distribution
- Locally superoptimal and adaptive projection density estimators
- Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios
- Title not available (Why is that?)
- Projection density estimation under a \(m\)-sample semiparametric model
- Robust designs for series estimation
- Nonparametric curve estimation on stiefel manifolds
- A density based empirical likelihood approach for testing bivariate normality
- Optimal Sequential Design in a Controlled Non‐parametric Regression
- On sharp nonparametric estimation of differentiable functions
- Estimation and detection of high-variable functions from Sloan-Woźniakowski space
- On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
- Title not available (Why is that?)
- Multivariate wavelet density estimation for strong mixing stratified size-biased sample
- Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
- Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
- Adaptive prediction and estimation in linear regression with infinitely many parameters.
- Wavelet‐based estimators for mixture regression
- A kriging method for fuzzy spatial data
- On a projection estimator of the regression function derivative
- Integrated likelihood inference in semiparametric regression models
- Minimax exact constant in sup-norm for nonparametric regression with random design
- Title not available (Why is that?)
- Optimal wavelet estimation of density derivatives for size-biased data
- Laguerre and Hermite bases for inverse problems
- Structured nonparametric curve estimation
- The selection of the number of terms in an orthogonal series cumulative function estimator
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
- Nonparametric regression estimation with assigned risk
- Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
- Discrete approximations of continuous and mixed measures on a compact interval
- POINTWISE CONVERGENCE OF THE WAVELET REGULARIZED ESTIMATORS
- On Rates of Convergence for Bayesian Density Estimation
- Parallel distributed kernel estimation
- Least squares after model selection in high-dimensional sparse models
- A general projection framework for constrained smoothing.
- Estimation and detection of functions from anisotropic Sobolev classes
- Wavelet density estimation for weighted data
- Nonparametric and semiparametric models.
- Convolution power kernels for density estimation
- Optimal adaptive estimation of the relative density
- A continuous Gaussian approximation to a nonparametric regression in two dimensions
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
- Parameter estimation of ODE's via nonparametric estimators
- Wavelet density estimation for stratified size-biased sample
- Asymptotic minimax risk of predictive density estimation for non-parametric regression
- Nonparametric regression with responses missing at random
- Introduction to nonparametric estimation
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Testing the suitability of polynomial models in errors-in-variables problems
- Adaptive estimation of error density in nonparametric regression with small sample size
- A conformal prediction approach to explore functional data
- Nonlinear image processing and filtering: a unified approach based on vertically weighted regression
- Optimal nonparametric estimation of the density of regression errors with finite support
- Compound decision theory and empirical Bayes methods
- A note on all-bias designs with applications in spline regression models
- B-splines and discretization in an inverse problem for Poisson processes
- Sharp adaptive estimation of the drift function for ergodic diffusions
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation
- On estimating the Bernoulli regression function using Bernstein polynomials
- On a New Estimation Method of the Bernoulli Regression Function
- Density estimation for biased data.
- Title not available (Why is that?)
- On the square-integrable measure of the divergence of two nuclear estimations of the Bernoulli regression functions
- Oracle inequality for conditional density estimation and an actuarial example
- Distribution estimation for biased data
- Aggregated wavelet estimation and its application to ultra-fast fMRI
- Block thresholding for density estimation: local and global adaptivity
- On the \(L^p\)-consistency of wavelet estimators
- From minimax shrinkage estimation to minimax shrinkage prediction
- Asymptotically efficient estimates for nonparametric regression models
- Empirical likelihood based inference for the derivative of the nonparametric regression function
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