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In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…

Methodology · Statistics 2018-07-13 Denis Belomestny , Alexander Goldenshluger

We study non-parametric estimation of an unknown density with support in R (respectively R+). The proposed estimation procedure is based on the projection on finite dimensional subspaces spanned by the Hermite (respectively the Laguerre)…

Statistics Theory · Mathematics 2020-01-30 Sergio Brenner Miguel , Jan Johannes

A two-class mixture model, where the density of one of the components is known, is considered. We address the issue of the nonparametric adaptive estimation of the unknown probability density of the second component. We propose a randomly…

Statistics Theory · Mathematics 2021-02-08 Gaelle Chagny , Antoine Channarond , Van Ha Hoang , Angelina Roche

We introduce a nonparametric spectral density estimator for continuous-time and continuous-space processes measured at fully irregular locations. Our estimator is constructed using a weighted nonuniform Fourier sum whose weights yield a…

Methodology · Statistics 2025-10-07 Christopher J. Geoga , Paul G. Beckman

We study a non-parametric approach to multivariate density estimation. The estimators are piecewise constant density functions supported by binary partitions. The partition of the sample space is learned by maximizing the likelihood of the…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators that try to capture the best features of mixture of normals…

Methodology · Statistics 2009-01-05 Paolo Giordani , Xiuyan Mun , Robert Kohn

Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…

Methodology · Statistics 2022-09-15 Ryan Martin

One key issue in several astrophysical problems is the evaluation of the density probability function underlying an observational discrete data set. We here review two non-parametric density estimators which recently appeared in the…

Astrophysics · Physics 2009-10-30 Dario Fadda , Eric Slezak , Albert Bijaoui

Estimation of the density of regression errors is a fundamental issue in regression analysis and it is typically explored via a parametric approach. This article uses a nonparametric approach with the mean integrated squared error (MISE)…

Statistics Theory · Mathematics 2007-06-13 Sam Efromovich

Using Time-Correlated Single Photon Counting (TCSPC) for the purpose of fluorescence lifetime measurements is usually limited in speed due to pile-up. With modern instrumentation this limitation can be lifted significantly but some…

Data Analysis, Statistics and Probability · Physics 2018-05-23 Matthias Patting , Paja Reisch , Marcus Sackrow , Rhys Dowler , Marcelle Koenig , Michael Wahl

We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…

Methodology · Statistics 2016-02-09 Oscar Hernan Madrid Padilla , James G. Scott

Density estimation is a classical problem in statistics and has received considerable attention when both the data has been fully observed and in the case of partially observed (censored) samples. In survival analysis or clinical trials, a…

Applications · Statistics 2018-04-18 German A. Schnaidt Grez , Brani Vidakovic

This paper deals with nonparametric estimation of conditional den-sities in mixture models in the case when additional covariates are available. The proposed approach consists of performing a prelim-inary clustering algorithm on the…

Statistics Theory · Mathematics 2015-02-09 Stéphane Auray , Nicolas Klutchnikoff , Laurent Rouvière

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

In this work, we study wavelet projection estimators for density estimation, focusing on their construction from $\mathcal{S}$-regular, compactly supported wavelet bases. A key aspect of such estimators is the choice of the resolution…

Statistics Theory · Mathematics 2025-09-10 Van Ha Hoang , Tien Dat Nguyen , Thi Mong Ngoc Nguyen

Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…

Statistics Theory · Mathematics 2016-11-26 A. Rodríguez-Casal , P. Saavedra-Nieves

Considering the creation of persistence landscape on a parametrized curve and structure of sampling, there exists a random process for which a finite mixture model of persistence landscape (FMMPL) can provide a better description for a…

Machine Learning · Statistics 2018-11-21 Farzad Eskandari , Soroush Pakniat

This article examines density estimation by combining a parametric approach with a nonparametric factor. The plug-in parametric estimator is seen as a crude estimator of the true density and is adjusted by a nonparametric factor. The…

Statistics Theory · Mathematics 2007-06-13 Kanta Naito

This article deals with adaptive nonparametric estimation for L\'evy processes observed at low frequency. For general linear functionals of the L\'evy measure, we construct kernel estimators, provide upper risk bounds and derive rates of…

Statistics Theory · Mathematics 2014-07-15 Johanna Kappus

We study nonparametric estimation of the diffusion coefficient from discrete data, when the observations are blurred by additional noise. Such issues have been developed over the last 10 years in several application fields and in particular…

Statistics Theory · Mathematics 2011-12-30 Marc Hoffmann , Axel Munk , Johannes Schmidt-Hieber
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