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This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…

Statistics Theory · Mathematics 2011-05-20 Jérémie Bigot , Sébastien Gadat , Thierry Klein , Clément Marteau

We construct a density estimator in the bivariate uniform deconvolution model. For this model we derive four inversion formulas to express the bivariate density that we want to estimate in terms of the bivariate density of the observations.…

Methodology · Statistics 2011-06-09 Martina Benešová , Bert van Es , Peter Tegelaar

In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend the result obtained by Lemdani, Ould-Sa\"id and Poulin [16] in…

Statistics Theory · Mathematics 2008-10-08 Elias Ould-Saïd , Djabrane Yahia , Abdelhakim Necir

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

Density estimation is a fundamental task in statistics and machine learning applications. Kernel density estimation is a powerful tool for non-parametric density estimation in low dimensions; however, its performance is poor in higher…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Fabio A. González

There is an intense and partly recent literature focussing on the problem of selecting the bandwidth parameter for kernel density estimators. Available methods are largely `very nonparametric', in the sense of not requiring any knowledge…

Methodology · Statistics 2026-02-17 Nils Lid Hjort

Variable kernel density estimation allows the approximation of a probability density by the mean of differently stretched and rotated kernels centered at given sampling points $y_n\in\mathbb{R}^d,\ n=1,\dots,N$. Up to now, the choice of the…

Statistics Theory · Mathematics 2018-05-07 Ilja Klebanov

We discuss and compare various approaches to the problem of bandwidth selection for kernel estimators of intensity functions of spatial point processes. We also propose a new method based on the Campbell formula applied to the reciprocal…

Methodology · Statistics 2016-12-01 O. Cronie , M. N. M. van Lieshout

A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions…

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

We consider a stochastic individual-based model in continuous time to describe a size-structured population for cell divisions. This model is motivated by the detection of cellular aging in biology. We address here the problem of…

Statistics Theory · Mathematics 2020-09-28 Van Ha Hoang , Thanh Mai Pham Ngoc , Vincent Rivoirard , Viet Chi Tran

We present a new non-parametric estimator of the conditional density of the kernel type. It is based on an efficient transformation of the data by quantile transform. By use of the copula representation, it turns out to have a remarkable…

Methodology · Statistics 2008-06-13 Olivier P. Faugeras

Conditional density estimation (CDE) is the task of estimating the probability of an event conditioned on some inputs. A neural network (NN) can also be used to compute the output distribution for continuous-domain, which can be viewed as…

Machine Learning · Computer Science 2021-12-30 Bing Chen , Mazharul Islam , Jisuo Gao , Lin Wang

In this paper we consider the kernel estimators of a distribution function defined by the stochastic approximation algorithm when the observation are contamined by measurement errors. It is well known that this estimators depends heavily on…

Statistics Theory · Mathematics 2016-06-28 Yousri Slaoui

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

In this paper, we propose a dimension reduction model for spatially dependent variables. Namely, we investigate an extension of the \emph{inverse regression} method under strong mixing condition. This method is based on estimation of the…

Statistics Theory · Mathematics 2008-12-18 Jean-Michel Loubes , Anne-Françoise Yao

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density.…

Statistics Theory · Mathematics 2019-01-03 Maciej Skorski

We derive asymptotic normality of kernel type deconvolution density estimators. In particular we consider deconvolution problems where the known component of the convolution has a symmetric lambda-stable distribution, 0<lambda<= 2. It turns…

Statistics Theory · Mathematics 2007-06-13 A. J. van Es , H. -W. Uh

We propose an estimator of the kernel-based conditional mean dependence measure obtained from an appropriate modification of a naive estimator based on usual empirical estimators. We then get asymptotic normality of this estimator both…

Statistics Theory · Mathematics 2022-07-27 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet

Let $X$ and $Y$ be two independent identically distributed random variables with density $p(x)$ and $Z=\alpha X+\beta Y$ for some constants $\alpha>0$ and $\beta>0$. We consider the problem of estimating $p(x)$ by means of the samples from…

Statistics Theory · Mathematics 2007-06-13 Denis Belomestny