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This paper considers nonparametric and semiparametric regression models subject to monotonicity constraint. We use bagging as an alternative approach to Hall and Huang (2001). Asymptotic properties of...
We consider a nonparametric model En, generated by independent observations Xi, i = 1, ..., n, with densities p(x, θi), i = 1, ..., n, the parameters of which θi = f(i/n) ∈ Θ are driven by the values ...
We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise.The aim is to reduce these to standard problems of optimal control which can be solve...
We develop the exact constant of the risk asymptotics in the uniform norm for density estimation. This constant has first been found for nonparametric regression and for signal estimation in Gaussian ...
We establish that a non-Gaussian nonparametric regression model is asymptotically equivalent to a regression model with Gaussian noise. The approximation is in the sense of Le Cam's de®- ciency d...
A nonparametric statistical model of small di€usion type is compared with its discretization by a stochastic Euler di€erence scheme. It is shown that the discrete and continuous models are a...
In high-dimensional classification problems, one is often interested in ?? finding a few important discriminant directions in order to reduce the dimensionality.Fisher’s linear discriminant analysis(L...
It is shown that robust stability and robust performance questions for control systems with nonparametric uncertainties can be turned into those with a particularly simple parametric description. It i...
A method is presented for parameter set estimation for a system which contains both parametric and nonparametric uncertainty. Prior information is available about both types of uncertainty, but only t...

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