Spatial aggregation of local likelihood estimates with applications to classification

DOI10.1214/009053607000000271zbMath1126.62021arXiv0712.0939OpenAlexW2012004107MaRDI QIDQ2466691

Denis Belomestny, Vladimir Spokoiny

Publication date: 16 January 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0939

zbMATH Keywords

classificationexponential familylocal likelihoodadaptive weights

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05)

Related Items

MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES, Spectral estimation of the fractional order of a Lévy process, A different perspective on the propagation-separation approach, An adaptive multiclass nearest neighbor classifier, Optimal calibration for multiple testing against local inhomogeneity in higher dimension, Kullback-Leibler aggregation and misspecified generalized linear models, A jump-diffusion Libor model and its robust calibration, Spatial aggregation of local likelihood estimates with applications to classification, Learning by mirror averaging, Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts, Data-Adaptive Estimation of Time-Varying Spectral Densities, Regression methods in pricing American and Bermudan options using consumption processes

Cites Work

• Linear and convex aggregation of density estimators
• Local likelihood density estimation
• Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
• Optimal pointwise adaptive methods in nonparametric estimation
• Aggregating regression procedures to improve performance
• Statistical estimation in varying coefficient models
• Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
• Functional aggregation for nonparametric regression.
• Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.
• Stacked regressions
• Spatial aggregation of local likelihood estimates with applications to classification
• Propagation-separation approach for local likelihood estimation
• Local Likelihood Estimation
• Local Maximum Likelihood Estimation and Inference
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Learning Theory and Kernel Machines
• The Kernel Estimate of a Regression Function in Likelihood-Based Models