Adaptive Warped Kernel Estimators
From MaRDI portal
Publication:5251480
DOI10.1111/sjos.12109zbMath1369.62062OpenAlexW1920463919MaRDI QIDQ5251480
Publication date: 20 May 2015
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12109
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates, Efficient nonparametric estimation of distribution for current status censoring, Adaptive warped kernel estimation for nonparametric regression with circular responses, Multivariate adaptive warped kernel estimation, Estimates for the SVD of the truncated Fourier transform on \(L^2(\cosh (B|\cdot |))\) and stable analytic continuation, Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model, Lasso and probabilistic inequalities for multivariate point processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Penalized projection estimators of the Aalen multiplicative intensity
- Adaptive estimation of the conditional cumulative distribution function from current status data
- Nonparametric regression with nonparametrically generated covariates
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- On boundary correction in kernel density estimation
- Asymptotic normality of nearest neighbor regression function estimates
- The estimation of the hazard function from randomly censored data by the kernel method
- Adaptive penalized M-estimation with current status data
- Wavelet regression in random design with heteroscedastic dependent errors
- Conditional empirical processes
- Regression in random design and warped wavelets
- Concentration around the mean for maxima of empirical processes
- Cumulative distribution function estimation under interval censoring case 1
- Regression in random design and Bayesian warped wavelets estimators
- Bandwidth choice for nonparametric hazard rate estimation
- Hellinger-consistency of certain nonparametric maximum likelihood estimators
- Minimax properties of beta kernel estimators
- Histogram selection for possibly censored data
- Warped bases for conditional density estimation
- A maxiset approach of a Gaussian noise model
- Adaptive estimation of the transition density of a particular hidden Markov chain
- Model selection for regression on a random design
- Estimation of a Cumulative Distribution Function Under Interval Censoring “case 1” Via Warped Wavelets
- Adaptive Estimation of Hazard Rate with Censored Data
- Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
- An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
- Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths
- PenalizationversusGoldenshluger − Lepski strategies in warped bases regression
- Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data
- Laws of iterated logarithm and related asymptotics for estimators of conditional density and mode