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We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in $L_1$. No additional assumptions are imposed to the…

Statistics Theory · Mathematics 2016-12-28 Kairat Mynbaev , Carlos Martins-Filho

We are interested in the nonparametric estimation of the probability density of price returns, using the kernel approach. The output of the method heavily relies on the selection of a bandwidth parameter. Many selection methods have been…

Statistical Finance · Quantitative Finance 2023-05-23 Matthieu Garcin

Density-based clustering relies on the idea of linking groups to some specific features of the probability distribution underlying the data. The reference to a true, yet unknown, population structure allows to frame the clustering problem…

Methodology · Statistics 2021-02-01 Alessandro Casa , José E. Chacón , Giovanna Menardi

This paper studies density estimation and regression analysis with contaminated data observed on the unit hypersphere S^d. Our methodology and theory are based on harmonic analysis on general S^d. We establish novel nonparametric density…

Statistics Theory · Mathematics 2023-01-10 Jeong Min Jeon , Ingrid Van Keilegom

This paper deals with the kernel density estimator based on the so-called sinc (or Fourier integral) kernel $K(x)=(\pi x)^{-1}\sin x$. We study in detail both asymptotic and finite sample properties of this estimator. It is shown that,…

Statistics Theory · Mathematics 2026-05-11 Ingrid Kristine Glad , Nils Lid Hjort , Nikolai G. Ushakov

This work is concerned with the study of asymptotic properties of nonparametric density estimates in the framework of circular data. The estimation procedure here applied is based on wavelet thresholding methods: the wavelets used are the…

Statistics Theory · Mathematics 2016-03-16 Claudio Durastanti

Nonparametric estimation of copula density functions using kernel estimators presents significant challenges. One issue is the potential unboundedness of certain copula density functions at the corners of the unit square. Another is the…

Methodology · Statistics 2025-02-11 Mathias N. Muia , Olivia Atutey , Mahmud Hasan

Adaptive bandwidth selection is a fundamental challenge in nonparametric regression. This paper introduces a new bandwidth selection procedure inspired by the optimality criteria for $\ell_0$-penalized regression. Although similar in spirit…

Machine Learning · Statistics 2025-05-21 Sabyasachi Chatterjee , Subhajit Goswami , Soumendu Sundar Mukherjee

Kernel-based nonlinear mixing models have been applied to unmix spectral information of hyperspectral images when the type of mixing occurring in the scene is too complex or unknown. Such methods, however, usually require the inversion of…

Computer Vision and Pattern Recognition · Computer Science 2017-11-27 Tales Imbiriba , José Carlos Moreira Bermudez , Cédric Richard

High dynamic range (HDR) capture and display have seen significant growth in popularity driven by the advancements in technology and increasing consumer demand for superior image quality. As a result, HDR image compression is crucial to…

Image and Video Processing · Electrical Eng. & Systems 2024-07-19 Peibei Cao , Haoyu Chen , Jingzhe Ma , Yu-Chieh Yuan , Zhiyong Xie , Xin Xie , Haiqing Bai , Kede Ma

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Machine Learning · Statistics 2023-04-21 Ryoya Yamasaki , Toshiyuki Tanaka

A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity estimator of the mean program impact…

Methodology · Statistics 2015-08-10 Yoichi Arai , Hidehiko Ichimura

We study the estimation of the reach, an ubiquitous regularity parameter in manifold estimation and geometric data analysis. Given an i.i.d. sample over an unknown $d$-dimensional $\mathcal{C}^k$-smooth submanifold of $\mathbb{R}^D$, we…

Statistics Theory · Mathematics 2022-07-14 Eddie Aamari , Clément Berenfeld , Clément Levrard

In the analysis of spatial point patterns on linear networks, a critical statistical objective is estimating the first-order intensity function, representing the expected number of points within specific subsets of the network. Typically,…

Methodology · Statistics 2023-09-19 Jonatan A. González , Paula Moraga

We investigate the problem of density estimation on the unit circle and the unit sphere from a computational perspective. Our primary goal is to develop new density estimators that are both rate-optimal and computationally efficient for…

Statistics Theory · Mathematics 2026-05-08 Athanasios G. Georgiadis , Andrew P. Percival

Stack-based high dynamic range (HDR) imaging is a technique for achieving a larger dynamic range in an image by combining several low dynamic range images acquired at different exposures. Minimizing the set of images to combine, while…

Computer Vision and Pattern Recognition · Computer Science 2018-06-21 Peter van Beek

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

Statistics Theory · Mathematics 2017-10-17 Antoine Godichon-Baggioni

In this article we perform an asymptotic analysis of Bayesian parallel kernel density estimators introduced by Neiswanger, Wang and Xing (2014). We derive the asymptotic expansion of the mean integrated squared error for the full data…

Statistics Theory · Mathematics 2020-11-09 Alexey Miroshnikov , Evgeny Savelev

We introduce \emph{topological density estimation} (TDE), in which the multimodal structure of a probability density function is topologically inferred and subsequently used to perform bandwidth selection for kernel density estimation. We…

Methodology · Statistics 2022-03-10 Steve Huntsman

In this paper, we deal with nonparametric regression for circular data, meaning that observations are represented by points lying on the unit circle. We propose a kernel estimation procedure with data-driven selection of the bandwidth…

Statistics Theory · Mathematics 2023-07-03 Tien Dat Nguyen , Thanh Mai Pham Ngoc , Vincent Rivoirard