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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nonparametric regressionspectral analysistime series analysisfilteringsmall sample propertiesorthogonal series estimates
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Cited In (only showing first 100 items - show all)
- 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
- Local regression for vector responses
- Nonparametric bivariate density estimation for censored lifetimes
- Probabilistic neural network with homogeneity testing in recognition of discrete patterns set
- Optimal design for linear models with correlated observations
- Estimating and clustering curves in the presence of heteroscedastic errors
- ANCOVA: a heteroscedastic global test when there is curvature and two covariates
- Wavelet block thresholding for density estimation in the presence of bias
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach
- Estimating first-price auctions with an unknown number of bidders: a misclassification approach
- Significance tests for functional data with complex dependence structure
- Estimation of the density of regression errors
- Random rates in anisotropic regression. (With discussion)
- Wavelet density estimation for negatively associated stratified size-biased sample
- The Hellinger Correlation
- Nonparametric density estimation for functional data by delta sequences
- Regression in Tensor Product Spaces by the Method of Sieves
- Integral curves of noisy vector fields and statistical problems in diffusion tensor imaging: nonparametric kernel estimation and hypotheses testing
- In search of an optimal kernel for a bias correction method for density estimators
- Warped bases for conditional density estimation
- Kernel density estimation on the torus
- Nonparametric estimation of the anisotropic probability density of mixed variables
- Estimating multivariate latent-structure models
- Conditional density estimation in a regression setting
- Nonparametric regression with the scale depending on auxiliary variable
- Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
- Nonparametric density estimation for functional data via wavelets
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Penalized B-spline estimator for regression functions using total variation penalty
- Adaptive density estimation using the blockwise Stein method
- Optimal design for smoothing splines
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
- Testing for ellipsoidal symmetry: a comparison study
- Adaptation under probabilistic error for estimating linear functionals
- Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation
- Wavelet linear estimations of density derivatives from a negatively associated stratified size-biased sample
- Missing and modified data in nonparametric estimation: with R examples
- Uniform asymptotics for kernel density estimators with variable bandwidths
- Optimal sampling for density estimation in continuous time
- Nonparametric spatial prediction under stochastic sampling design
- Title not available (Why is that?)
- Title not available (Why is that?)
- Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
- 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
- Asymptotic properties of nonparametric curve estimates
- Supersmooth density estimations over \(L^p\) risk by wavelets
- Regression function estimation as a partly inverse problem
- Wavelet-based estimators for mixture regression
- 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
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