scientific article; zbMATH DE number 847282

zbMath0854.62043MaRDI QIDQ4865051

M. C. Jones, Matthew P. Wand

Publication date: 25 February 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

kernel smoothingbandwidth selectiondensity estimationcurve estimationregression estimationmultivariate kernel estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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Nonparametric estimation for derivatives of compound distribution, Skewed bivariate models and nonparametric estimation for the CTE risk measure, Data-Based Choice of the Number of Pilot Stages for Plug-in Bandwidth Selection, Structural Adaptive Smoothing Procedures, Rate optimal estimation with the integration method in the presence of many covariates, Density estimation for power transformations, On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series, Large sample results for varying kernel regression estimates, Testing equality of functions under monotonicity constraints, On Poisson signal estimation under Kullback-Leibler discrepancy and squared risk, Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment, Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model, Least squares sieve estimation of mixture distributions with boundary effects, A new bandwidth selector in hazard estimation, Nonparametric Mean Estimation with Missing Data, Multivariate Boundary Kernels from Local Linear Estimation, POINTWISE CONVERGENCE OF THE WAVELET REGULARIZED ESTIMATORS, LOCAL POLYNOMIAL QUASI-LIKELIHOOD REGRESSION ON RANDOM FIELDS, Finite sample properties of an adaptive density estimator, BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS, DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION, KERNEL ESTIMATORS OF PROBABILITY DENSITY FUNCTIONS BY RANKED-SET SAMPLING, Testing symmetry in nonparametric regression models, M-Smoother with local Linear Fit, A boundary kernel for local polynomial regression, On boundary estimation, Weighted kernel estimators in nonparametric binomial regression, Fitting Financial Returns Distributions: A Mixture Normality Approach, AGE-SPECIFIC ADJUSTMENT OF GRADUATED MORTALITY, A Probabilistic Representation Method for Interval Uncertainty, Fourth-order kernel method for simple linear degradation model, On a nonparametric estimator for ruin probability in the classical risk model, Assessing Ordinal Logistic Regression Models via Nonparametric Smoothing, On estimating the marginal distribution of a detrended series with long memory, Kader—An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression, Tail density estimation for exploratory data analysis using kernel methods, On the effect of estimating the error density in nonparametric deconvolution, Splitting criteria for regression trees, Generic Consistency for Approximate Stochastic Programming and Statistical Problems, From basic to reduced bias kernel density estimators: links via taylor series approximations, Optimal rates for local bandwidth selection, A Local Linear Least-Absolute-Deviations Estimator of Volatility, An Empirical Study of Statistical Properties of Variance Partition Coefficients for Multi-Level Logistic Regression Models, How much do plug-in bandwidth selectors adapt to non-smoothness?, A Functional Data Analysis Approach to the Estimation of Densities over Complex Regions, Modelling Functional Data with High-dimensional Error Structure, Power-law behaviors from the two-variable Langevin equation: Ito’s and Stratonovich’s Fokker–Planck equations, Modeling probability density through ultraspherical polynomial transformations, Kernel excess mass test for multimodality, Asymptotic normality of local polynomial estimators of regression function and its derivatives for time series, A semi-parametric approach to risk management, Nonparametric Construction of Multivariate Kernels, On Semiparametric Mode Regression Estimation, A bias-reduced approach to density estimation using Bernstein polynomials, Fourier series-based direct plug-in bandwidth selectors for kernel density estimation, Testing symmetry of a nonparametric bivariate regression function, A simple root n bandwidth selector for nonparametric regression, Testing the goodness of fit of a linear model by kernel regression, Nonparametric synthetic data regression estimation for censored survival data, On higher order kernels, Local Polynomial Regression and Simulation–Extrapolation, Merging Information for Semiparametric Density Estimation, Bootstrapping in a high dimensional but very low-sample size problem, Estimation of Integrated Squared Density Derivatives from a Contaminated Sample, Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns, High Order Data Sharpening for Density Estimation, Unnamed Item, Joint additive Kullback–Leibler residual minimization and regularization for linear inverse problems, EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS, Asymptotic Theory for the Multiscale Wavelet Density Derivative Estimator, Analysis of Gap Times Based on Panel Count Data With Informative Observation Times and Unknown Start Time, Skewing and Generalized Jackknifing in Kernel Density Estimation, Prediction and nonparametric estimation for time series with heavy tails, Variable bandwidth kernel hazard estimators, IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE, A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER, Plug-in bandwidth matrices for bivariate kernel density estimation, A generalization of histogram type estimators, Variable Bandwidths for Nonparametric Hazard Rate Estimation, Estimation of the Variance Function in Heteroscedastic Linear Regression Models, Kernel-based estimation of individual location densities from smartphone data, Detecting interactions in discrete-time dynamics by random variable resetting, Zero-Bias Locally Adaptive Density Estimators, Efficient Bandwidth Selection in Non‐parametric Regression, Logarithmic calibration for nonparametric multiplicative distortion measurement errors models, Dependence measure for length-biased survival data using kernel density estimation with a regression procedure, Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables, Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating, Estimating the Derivative of a Convex Density, Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation, On smoothed bootstrap for density functionals, Local linear extrapolation, Local likelihood method: a bridge over parametric and nonparametric regression, Single-index modelling of conditional probabilities in two-way contingency tables, On uniform consistent estimators for convex regression, Moments of spherically symmetric kernels for multivariate local regression and density estimation, A local agreement pattern measure based on hazard functions for survival outcomes, Construction of confidence intervals for the maximum of the Youden index and the corresponding cutoff point of a continuous biomarker, Bandwidth selection for kernel binomial regression, Conditional quantile estimation by local logistic regression, Effective interpolations for kernel density estimators, Multistage plug—in bandwidth selection for kernel distribution function estimates, Three Sides of Smoothing: Categorical Data Smoothing, Nonparametric Regression, and Density Estimation, Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density, Root-nconvergent transformation-kernel density estimation, Estimation of Fish Abundance Indices Based on Scientific Research Trawl Surveys, Nonparametric Calibration for Age Estimation, An overview of model-robust regression, Marker dependent kernel hazard estimation from local linear estimation, Bernstein polynomial estimation of a spectral density, For numerical differentiation, dimensionality can be a blessing!, Estimating a frequency distribution when the sampling is biased, On density estimation with superkernels, Limiting bias-reduced Amoroso kernel density estimators for non-negative data, Error analysis of the moving least-squares method with non-identical sampling, Assigning scores for ordered categorical responses, Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach, Continualization of Probabilistic Programs With Correction, Kernel method for overlapping coefficients estimation, A comparison of presmoothing methods in the estimation of transition probabilities, Detection of Atypical Elements by Transforming Task to Supervised Form, Improvement on LASSO-type estimator in nonparametric regression, Quantifying Robotic Swarm Coverage, A data-driven kernel estimator of the density function, Recursive kernel regression estimation under α – mixing data, Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms, Unnamed Item, Plug-in bandwidth selector for local polynomial regression estimator with correlated errors, Asymptotic normality of nonparametric kernel type deconvolution density estimators: crossing the Cauchy boundary, Interval and band estimation for curves with jumps, On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference, A new class of boundary kernels for distribution function estimation, Estimation on semi-functional linear errors-in-variables models, On nonparametric density estimation for multivariate linear long-memory processes, Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method, Unnamed Item, Statistical estimation for a partially linear single-index model with errors in all variables, Kernel density estimation for hierarchical data, Optimal bandwidth selection for a kernel density with a location-scale property, Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection, Generalized expected value of continuous random variables and its applications, Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring, Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications, Kernel-based estimation of P(X < Y) when X and Y are dependent random variables based on progressive type II censoring, Skewing methods for variance-stabilizing local linear regression estimation, Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study), Multi-response based personalized treatment selection with data from crossover designs for multiple treatments, Error variance function estimation in nonparametric regression models, Kernel estimation of regression function gradient, Adaptive manifold density estimation, Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning, Adaptive weighted Nadaraya–Watson estimation of the conditional quantiles by varying bandwidth, A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates, Insensitivity of Nadaraya–Watson estimators to design correlation, On the asymptotic distribution of Matusita's overlapping measure, Interval-censored unimodal kernel density estimation via data sharpening, An evaluation of likelihood-based bandwidth selectors for spatial and spatiotemporal kernel estimates, A test for lack-of-fit of zero-inflated negative binomial models, Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation, Unnamed Item, Simple Local Polynomial Density Estimators, Continuous chain-ladder with paid data, Assessing cumulative logit models via a score test in random effect models, A nonparametric test of symmetry based on the overlapping coefficient, Adaptive normal reference bandwidth based on quantile for kernel density estimation, Multiresolution anomaly detection method for fractional Gaussian noise, Spatial effects in dynamic conditional correlations, A new algorithm for clustering based on kernel density estimation, Improved local quantile regression, Investigation of three-scalar subgrid-scale mixing in turbulent coaxial jets, Densities of Shortest Path Lengths in Spatial Stochastic Networks, Unnamed Item, Local regression when the responses are Interval-Censored, On Fractile Transformation of Covariates in Regression, Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques, Enforcing shape constraints on a probability density estimate using an additive adjustment curve, Boundary performance of the beta kernel estimators, Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation, Density estimation using non-parametric and semi-parametric mixtures, Testing new better than used classes of life distributions derived from a convex ordering using kernel methods^*, Kernel regression in the presence of size-bias, Localpiecewise linear regression^∗, Unnamed Item, Unnamed Item, DENSITY ESTIMATION USING POLYNOMIAL FOR COMPLETE AND RIGHT CENSORED SAMPLES, On Estimation of the Hazard Function From Population-Based Case–Control Studies, Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix, Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series, Multivariate goodness-of-fit tests based on kernel density estimators, Nonparametric clustering for image segmentation, A hybrid bandwidth selection methodology for kernel density estimation, Ill-posed problems with counts, the composite link model and penalized likelihood, Flexible mixture modelling with the polynomial Gaussian cluster-weighted model, A comparison of estimators of the geographical relative risk function, Optimal bandwidth matrices in functional principal component analysis of density functions, A family of kernels and their associated deconvolving kernels for normally distributed measurement errors, NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY, Model checks for nonparametric regression with missing data: a comparative study, Nonparametric direct density ratio estimation using beta kernel, Two-stage signal restoration based on a modified median filter, Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data, Unnamed Item, Wiener system identification by input injection method, Unnamed Item, On Some Statistical Properties of the Spatio-Temporal Product Density, Computing Spectral Measures of Self-Adjoint Operators, Recursive asymmetric kernel density estimation for nonnegative data, Segregation Surfaces, Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution, Nonparametric homogeneity pursuit in functional-coefficient models, DYNAMICS IN FRACTAL SPACES, Modeling Malicious Hacking Data Breach Risks, Error analysis of the moving least-squares regression learning algorithm with β-mixing and non-identical sampling, Factor-augmented Model for Functional Data, Shrinkage estimators of the spatial relative risk function, A semi-parametric density estimation with application in clustering, Level sets semimetrics for probability measures with applications in hypothesis testing, Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level, Bias assessment in local regression, Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence, General tests of conditional independence based on empirical processes indexed by functions, Bayesian pathway selection, Forecasting SO₂ pollution incidents by means of quantile curves based on additive models, Novel kernel density estimator based on ensemble unbiased cross-validation, Scaled Torus Principal Component Analysis, Semiparametric Bayesian networks, Parallel complete gradient clustering algorithm and its properties, KernSmooth, Efficient estimation of smoothing spline with exact shape constraints, β-divergence loss for the kernel density estimation with bias reduced, A permutation approach to goodness-of-fit testing in regression models, Discrimination, Binomials and Glass Ceiling Effects, Heteroscedasticity-Adjusted Ranking and Thresholding for Large-Scale Multiple Testing, Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions, A comparative study of monotone nonparametric kernel estimates, SiZer for jump detection, Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators, A note on kernel density estimation at a parametric rate†, Nonparametric estimation of a time-varying GARCH model, Mutual information as a measure of multivariate association: analytical properties and statistical estimation, Bayesian Ying-Yang Harmony Learning for Local Factor Analysis: A Comparative Investigation, Generalized Kernel Regression Estimate for the Identification of Hammerstein Systems, Unnamed Item, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, Infill asymptotics for adaptive kernel estimators of spatial intensity, Sufficient dimension reduction for clustered data via finite mixture modelling, Sparse estimation within Pearson's system, with an application to financial market risk, Non‐parametric regression in clustered multistate current status data with informative cluster size, Generalized least squares cross‐validation in kernel density estimation, Comparison of normal distribution–based and nonparametric decision limits on the GH‐2000 score for detecting growth hormone misuse (doping) in sport, Multivariate wavelet estimators for weakly dependent processes: strong consistency rate, On semiparametric inference for periodically modulated density functions, Construction of joint confidence spaces for the optimal true class fraction triplet in the ROC space using alternative biomarker cutoffs, Using kernel density estimation to model surgical procedure duration, Varying coefficient frailty models with applications in single molecular experiments, Partial linear additive distortion measurement errors models, Lognormal kernel estimator of the hazard rate function, Design of attribute EWMA type control charts with reliable run length performance, Multivariate locally adaptive kernel density estimation, Fast Kernel Smoothing of Point Patterns on a Large Network using Two‐dimensional Convolution, Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications, An Extensive Comparison of Some Well‐Established Value at Risk Methods, Multi-fidelity surrogate-based optimal design of road vehicle suspension systems, Explainable generalized additive neural networks with independent neural network training, A Bayesian inference approach for parametric identification through optimal control method, Asymptotic normality of the regression mode in the nonparametric random design model for censored data, Nonparametric estimation of a smooth trend in the presence of a periodic sequence, Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation, Optimal personalized treatment selection with multivariate outcome measures in a multiple treatment case, Universal kernel-type estimation of random fields, Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method, Detection of outliers in functional time series, Local generalised method of moments: an application to point process‐based rainfall models, Bayesian and influence function‐based empirical likelihoods for inference of sensitivity to the early diseased stage in diagnostic tests, On the Riesz estimation of multivariate probability density functions, Partially Linear Expectile Regression Using Local Polynomial Fitting, Generalised gamma kernel density estimation for nonnegative data and its bias reduction, Statistical inference for the difference between two maximized Youden indices obtained from correlated biomarkers, Direct Density Derivative Estimation, A Nonparametric Clustering Algorithm with a Quantile-Based Likelihood Estimator, A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression, Nonparametric Estimation of Distribution Functions of Nonstandard Mixtures, Local linear density estimation for filtered survival data, with bias correction, On the estimation of the spectral density for continuous spatial processes, A tractable model for indices approximating the growth optimal portfolio, Rank transformations in Kernel density estimation, Graphics processing units in acceleration of bandwidth selection for kernel density estimation, Monte Carlo filters for non-linear state estimation, Central limit theorem for the total squared error of local polynomial estimators of cell probabilities, A study of local linear ridge regression estimators, Optimal bandwidths for kernel density estimators of functions of observations, Weighted Nadaraya-Watson regression estimation, Correlation curve estimation for multiplicative distortion measurement errors data, Do option markets correctly price the probabilities of movement of the underlying asset?, Bandwidth selection for kernel conditional density estimation., Bandwidth selection for the smoothed bootstrap percentile method., Relative density estimation and local bandwidth selection for censored data, Bandwidth Selection in Local Polynomial Regression Using Eigenvalues, An image retrieval model based on fuzzy triples, Triple smoothing estimation of the regression function and its derivatives in nonparametric regression, Convergence rates in nonparametric estimation of level sets, Functional-coefficient regression model and its estimation, A note on kernel density estimators with optimal bandwidths, Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods, A general and fast convergent bandwidth selection method of kernel estimator, Piecewise approximate Bayesian computation: fast inference for discretely observed Markov models using a factorised posterior distribution, On confidence bands for multivariate nonparametric regression, Root-\(T\) consistent density estimation in GARCH models, Selecting the amount of smoothing in nonparametric regression estimation for complex surveys, Comments on: Dynamic relations for sparsely sampled Gaussian processes, The mRMR variable selection method: a comparative study for functional data, An algorithm for conditional multidimensional parameter identification with asymmetric and correlated losses of under- and overestimations, Fitting the generalized lambda distribution to pre-binned data, Practical performance of local likelihood for circular density estimation, Kernel density estimation for heavy-tailed distributions using the champernowne transformation, Adaptive smoothing in kernel discriminant analysis, Cluster-based feedback control of turbulent post-stall separated flows, Nonparametric Growth Curve Model with Local Linear Approximation, Covariate-Assisted Ranking and Screening for Large-Scale Two-Sample Inference, An algorithm for reducing the dimension and size of a sample for data exploration procedures, Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression, A Guided Sequential Monte Carlo Method for the Assimilation of Data into Stochastic Dynamical Systems, Density Estimation by Randomized Quasi-Monte Carlo, Optimal bandwidth estimators of kernel density functionals for contaminated data, Estimating IBNR claim counts using different levels of data aggregation, Robust nonparametric derivative estimator, Comparison of Bayesian nonparametric density estimation methods, Reference Class Forecasting: Resolving Its Challenge to Statistical Modeling

Uses Software

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