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A new maximum likelihood method for deconvoluting a continuous density with a positive lower bound on a known compact support in additive measurement error models with known error distribution using the approximate Bernstein type polynomial…

Methodology · Statistics 2018-01-30 Zhong Guan

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Alexander Meister

This paper establishes the asymptotic normality of frequency polygons in the context of stationary strongly mixing random fields indexed by $\Z^d$. Our method allows us to consider only minimal conditions on the width bins and provides a…

Statistics Theory · Mathematics 2013-07-29 Mohamed El Machkouri

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

Methodology · Statistics 2015-12-11 Till Hoffmann , Nick S. Jones

In this paper, under natural and easily verifiable conditions, we prove the $\mathbb{L}^1$-convergence and the asymptotic normality of the Parzen-Rosenblatt density estimator for stationary random fields of the form $X_k =…

Statistics Theory · Mathematics 2014-05-02 Mohamed El Machkouri

Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…

Statistics Theory · Mathematics 2009-09-29 Peter Hall , Alexander Meister

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual…

Machine Learning · Statistics 2016-07-14 Hanyuan Hang , Ingo Steinwart , Yunlong Feng , Johan A. K. Suykens

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These…

Statistics Theory · Mathematics 2007-06-13 Mohamed El Machkouri

The traditional kernel density estimator of an unknown density is by construction completely nonparametric, in the sense that it has no preferences and will work reasonably well for all shapes. The present paper develops a class of…

Methodology · Statistics 2026-05-05 Nils Lid Hjort , Ingrid Kristine Glad

In this paper we consider the nonparametric estimation of density and regression functions with non-negative support using a gamma kernel procedure introduced by Chen (2000). Strong uniform consistency and asymptotic normality of the…

Statistics Theory · Mathematics 2016-10-18 A. C. Rosa , M. E. Nogueira

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical…

Machine Learning · Statistics 2011-09-07 JooSeuk Kim , Clayton D. Scott

In this paper, we consider the nonparametric estimation of the multivariate probability density function and its partial derivative with a support on $[0,\infty)$. To this end we use the class of kernel estimators with asymmetric gamma…

Probability · Mathematics 2017-12-27 L. A. Markovich

Kernel estimation techniques, such as mean shift, suffer from one major drawback: the kernel bandwidth selection. The bandwidth can be fixed for all the data set or can vary at each points. Automatic bandwidth selection becomes a real…

Computer Vision and Pattern Recognition · Computer Science 2011-11-10 Aurelie Bugeau , Patrick Pérez

Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour predicted by two asymptotic normality theorems. Our results…

Methodology · Statistics 2008-01-18 Bert van Es , Shota Gugushvili

A kernel density estimator for data on the polysphere $\mathbb{S}^{d_1}\times\cdots\times\mathbb{S}^{d_r}$, with $r,d_1,\ldots,d_r\geq 1$, is presented in this paper. We derive the main asymptotic properties of the estimator, including mean…

Methodology · Statistics 2024-11-08 Eduardo García-Portugués , Andrea Meilán-Vila

Nonparametric kernel density estimation is a very natural procedure which simply makes use of the smoothing power of the convolution operation. Yet, it performs poorly when the density of a positive variable is to be estimated (boundary…

Statistics Theory · Mathematics 2017-07-17 Gery Geenens

In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes assumed to be strongly mixing in space. We establish the $L_1$ consistency and the asymptotic normality of the kernel conditional…

Statistics Theory · Mathematics 2010-01-26 Sophie Dabo Niang , Baba Thiam

We survey classical kernel methods for providing nonparametric solutions to problems involving measurement error. In particular we outline kernel-based methodology in this setting, and discuss its basic properties. Then we point to close…

Methodology · Statistics 2010-03-02 Aurore Delaigle , Peter Hall

In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Alexander Meister