搜索结果: 1-11 共查到“统计核算理论 Nonparametric”相关记录11条 . 查询时间(0.078 秒)
Adaptive estimation in nonparametric regression with one-sided errors
adaptive convergence rates non-regular regression frontier estimation bandwidth selection Lepski's method minimax optimality Pickands estimator
2013/6/14
We consider the model of non-regular nonparametric regression where smoothness constraints are imposed on the regression function and the regression errors are assumed to decay with some sharpness lev...
A nonparametric CUSUM control chart based on the Mann-Whitney statistic
Change-point Mann-Whitney statistic cumulative sum chart
2013/6/14
This article aims to consider a new univariate nonparametric cumulative sum (CUSUM) control chart for small shift of location based on both change-point model and Mann-Whitney statistic. Some comparis...
Moderate deviations for a nonparametric estimator of sample coverage
Sample coverage moderate deviations Good’s estimator
2013/6/14
In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are es...
Functional and Parametric Estimation in a Semi- and Nonparametric Model with Application to Mass-Spectrometry Data
Local linear regression Bandwidth selection Nonparamet-ric estimation
2013/6/13
Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonpara...
Simultaneous L^2- and L^inf-Adaptation in Nonparametric Regression
Adaptive estimation nonparametric regression thresholding wavelets
2013/4/27
Consider the nonparametric regression framework. It is a classical result that the minimax rates for L^2- and L^inf-risk over a H\"older ball with smoothness index \beta are n^(-\beta/(2\beta+1)) and ...
Nonparametric functionals as generalized functions
Nonparametric functionals generalized functions
2013/4/27
The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach...
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models
Sure independence screening Variable selection Sparsity Conditional permutation False posi-tive rates
2013/4/27
The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is big...
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models
Sure independence screening Variable selection Sparsity Conditional permutation False posi-tive rates
2013/4/27
The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is big...
Density Estimation and Classification via Bayesian Nonparametric Learning of Affine Subspaces
Dimension reduction Classi er Variable selection Nonparametric Bayes
2011/6/20
It is now practically the norm for data to be very high dimensional in areas such as genetics, machine
vision, image analysis and many others. When analyzing such data, parametric models are often to...
Pivotal Estimation of Nonparametric Functions via Square-root Lasso
pLASSO Pivotal Estimation Square-root Lasso
2011/6/16
In a nonparametric linear regression model we study a variant of LASSO,
called pLASSO, which does not require the knowledge of the scaling parameter σ of the
noise or bounds for it. This work derive...
Efficient robust nonparametric estimation in a semimartingale regression model
Non-asymptotic estimation Robust risk Model selection
2010/10/19
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unk...