搜索结果: 1-10 共查到“理论统计学 nonparametric estimation”相关记录10条 . 查询时间(0.187 秒)
Nonparametric estimation of multivariate extreme-value copulas
empirical copula extreme-value copula Pickands dependence function
2011/7/19
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a funct...
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...
Nonparametric estimation of the local Hurst function of multifractional processes
Nonparametric estimators Hurst function tangent process
2010/10/19
Consistency, almost sure convergence and central limit theorems are provided for two nonparametric estimators of the local Hurst function of Gaussian multifractional processes. In the case of multifr...
Nonparametric estimation of the mixing density using polynomials
Nonparametric estimation mixing density polynomials
2010/3/10
We consider the problem of estimating the mixing density f from n i.i.d. observations distributed according to amixture density with unknown mixing distribution. In contrast with finite mixtures model...
Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density
Bayesian nonparametric rates of convergence mixtures of Betas adaptive estimation kernel
2010/3/9
In this paper, we investigate the asymptotic properties of nonparametric
Bayesian mixtures of Betas for estimating a smooth density
on [0, 1]. We consider a parametrization of Beta distributions in
...
Nonparametric estimation of the distribution function in contingent valuation models
binary choice regression Dirichlet process latent variable mixture model variable selection
2009/9/24
Contingent valuation models are used in Economics to value nonmarket goods and can be expressed as binary choice regression models with one of the regression coe?cients fixed. A ...
Nonparametric Estimation of Kullback-Leibler Information Illustrated by Evaluating Goodness of Fit
Goodness of Fit Kullback-Leibler Information Consistency
2009/9/22
We describe a method for quantifying the lack of t in a proposed
family of distributions. The method involves estimating the posterior distribu-
tion of the Kullback-Leibler information between the ...
Bayesian nonparametric estimation of the radiocarbon calibration curve
Gaussian process archaeology chronology building cross-validation
2009/9/21
The process of calibrating radiocarbon determinations onto the cal-
endar scale involves, as a rst stage, the estimation of the relationship between
calendar and radiocarbon ages (the radiocarbon ca...
Nonparametric estimation in functional linear models with second order stationary regressors
Orthogonal series estimation Spectral cut-o Derivatives estimation Mean squared error of prediction Minimax theory Sobolev space
2010/3/17
We consider the problem of estimating the slope parameter in functional linear regression,
where scalar responses Y1; : : : ; Yn are modeled in dependence of second order
stationary random functions...
Nonparametric estimation for dependent data with an application to panel time series
Density estimation nonparametric regression 2-mixing,nonlinear processes panel time series
2010/4/29
In this paper we consider nonparametric estimation for dependent data, where the
observations do not necessarily come from a linear process. We study density estimation
and also discuss associated p...