Nonparametric curve estimation. Methods, theory, and applications
From MaRDI portal
(Redirected from Publication:1304191)
Recommendations
Cited in
(only showing first 100 items - show all)- On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
- Lower bound for estimation of Sobolev densities of order less \(1/2\)
- Projection density estimation under a \(m\)-sample semiparametric model
- Robust designs for series estimation
- Wavelet density estimation for stratified size-biased sample
- Regression in Tensor Product Spaces by the Method of Sieves
- Asymptotic properties of nonparametric curve estimates
- On the limit in the equivalence between heteroscedastic regression and filtering model.
- Compound decision theory and empirical Bayes methods
- A general projection framework for constrained smoothing.
- Locally superoptimal and adaptive projection density estimators
- Parallel distributed kernel estimation
- A unified treatment of direct and indirect estimation of a probability density and its derivatives
- Hazard rate estimation for left truncated and right censored data
- Laguerre and Hermite bases for inverse problems
- Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios
- Supersmooth density estimations over \(L^p\) risk by wavelets
- Structured nonparametric curve estimation
- The selection of the number of terms in an orthogonal series cumulative function estimator
- Optimal wavelet estimation of density derivatives for size-biased data
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
- Near-optimality of linear recovery from indirect observations
- Wavelet analysis of big data contaminated by large noise in an fMRI study of neuroplasticity
- Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation
- Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
- Adaptive prediction and estimation in linear regression with infinitely many parameters.
- Random rates in anisotropic regression. (With discussion)
- Minimax exact constant in sup-norm for nonparametric regression with random design
- Distribution estimation for biased data
- Density estimation for biased data.
- Nonparametric and semiparametric models.
- Discrete approximations of continuous and mixed measures on a compact interval
- A recursive procedure for density estimation on the binary hypercube
- Parameter estimation of ODE's via nonparametric estimators
- Estimation and detection of functions from anisotropic Sobolev classes
- Least squares after model selection in high-dimensional sparse models
- Optimal design for linear models with correlated observations
- Multivariate adaptive warped kernel estimation
- Convergence rates of wavelet density estimators for strongly mixing samples
- Nonparametric bivariate density estimation for censored lifetimes
- On a new method of the testing hypothesis of equality of two Bernoulli regression functions for group observations
- Efficient nonparametric estimation of distribution for current status censoring
- Modeling autoregressive fuzzy time series data based on semi-parametric methods
- A fuzzy nonlinear univariate regression model with exact predictors and fuzzy responses
- A fuzzy empirical quantile-based regression model based on triangular fuzzy numbers
- A presmooth estimator of unbiased distributions with length-biased data
- Pointwise wavelet estimation of density function with change-points based on NA and biased sample
- Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
- A non-parametric model for fuzzy forecasting time series data
- Wavelet linear estimations of density derivatives from a negatively associated stratified size-biased sample
- Nonparametric regression when estimating the probability of success: a comparison of four extant estimators
- On sharp nonparametric estimation of differentiable functions
- A conformal prediction approach to explore functional data
- Estimation of the density of regression errors
- Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
- A lower-bound oracle inequality for a blockwise-shrinkage estimate
- Warped bases for conditional density estimation
- Stein shrinkage and second-order efficiency for semiparametric estimation of the shift
- Wavelet optimal estimations for a density with some additive noises
- Integral curves of noisy vector fields and statistical problems in diffusion tensor imaging: nonparametric kernel estimation and hypotheses testing
- Conditional density estimation in a regression setting
- Testing the suitability of polynomial models in errors-in-variables problems
- Optimal nonparametric estimation of the density of regression errors with finite support
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Asymptotically efficient estimates for nonparametric regression models
- Empirical likelihood based inference for the derivative of the nonparametric regression function
- Local regression for vector responses
- Asymptotic behaviour of truncated projection density estimators.
- Pointwise convergence of Fourier regularization for smoothing data
- Wavelet block thresholding for density estimation in the presence of bias
- Multiscale density estimation with errors in variables
- Integrated likelihood inference in semiparametric regression models
- Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
- Adaptation under probabilistic error for estimating linear functionals
- From minimax shrinkage estimation to minimax shrinkage prediction
- Wavelet change-point estimation for the density based on biased sample
- Sharp minimax distribution estimation for current status censoring with or without missing
- On the estimation of the Bernoulli regression function using Bernstein polynomials for group observations
- Optimization of personalized price discounting scheme for one-way station-based carsharing systems
- A chi-square type test for time-invariant fiber pathways of the brain
- Wavelet optimal estimations for a multivariate probability density function under weighted distribution
- Two-stage nonparametric sequential estimation of the directional density with complete and missing observations
- Estimating multivariate latent-structure models
- About the Nonparametric Estimation of the Bernoulli Regression
- Wavelet density estimation for negatively associated stratified size-biased sample
- On shrinking minimax convergence in nonparametric statistics
- Aggregated wavelet estimation and its application to ultra-fast fMRI
- On Sequential Data-Driven Density Estimation
- Nonlinear image processing and filtering: a unified approach based on vertically weighted regression
- On the square-integrable measure of the divergence of two nuclear estimations of the Bernoulli regression functions
- On the L^p-consistency of wavelet estimators
- ANCOVA: a heteroscedastic global test when there is curvature and two covariates
- A summary of nonparametric theory
- Support estimation via moment estimation in presence of noise
- Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
- On Rates of Convergence for Bayesian Density Estimation
- Estimating and clustering curves in the presence of heteroscedastic errors
- Comparing non-parametric regression lines via regression depth
- Nonparametric spatial prediction under stochastic sampling design
This page was built for publication: Nonparametric curve estimation. Methods, theory, and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1304191)
