Related papers: Estimating level sets of a distribution function u…
Let $f$ be a multivariate density and $f\_n$ be a kernel estimate of $f$ drawn from the $n$-sample $X\_1,...,X\_n$ of i.i.d. random variables with density $f$. We compute the asymptotic rate of convergence towards 0 of the volume of the…
Standardness is a popular assumption in the literature on set estimation. It also appears in statistical approaches to topological data analysis, where it is common to assume that the data were sampled from a probability measure that…
We tackle the problem of the estimation of the level sets L_f({\lambda}) of the density f of a random vector X supported on a smooth manifold M\subsetR^d , from an iid sample of X. To do that we introduce a kernel-based estimator f^n,h ,…
We present \emph{Local Moment Matching (LMM)}, a unified methodology for symmetric functional estimation and distribution estimation under Wasserstein distance. We construct an efficiently computable estimator that achieves the minimax…
Estimation mainly for two classes of popular models, single-index and partially linear single-index models, is studied in this paper. Such models feature nonstationarity. Orthogonal series expansion is used to approximate the unknown…
We establish the asymptotic normality of the $G$-measure of the symmetric difference between the level set and a plug-in-type estimator of it formed by replacing the density in the definition of the level set by a kernel density estimator.…
This paper considers the problem of estimating probabilities of the form $\mathbb{P}(Y \leq w)$, for a given value of $w$, in the situation that a sample of i.i.d.\ observations $X_1, \ldots, X_n$ of $X$ is available, and where we…
We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…
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…
f-divergence estimation is an important problem in the fields of information theory, machine learning, and statistics. While several divergence estimators exist, relatively few of their convergence rates are known. We derive the MSE…
We propose a framework for constructing and analyzing multiclass and multioutput classification metrics, i.e., involving multiple, possibly correlated multiclass labels. Our analysis reveals novel insights on the geometry of feasible…
The problem of f-divergence estimation is important in the fields of machine learning, information theory, and statistics. While several nonparametric divergence estimators exist, relatively few have known convergence properties. In…
We propose a unified framework for establishing existence of nonparametric M-estimators, computing the corresponding estimates, and proving their strong consistency when the class of functions is exceptionally rich. In particular, the…
We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal…
In this study, we focus on a generalized nonparametric scalar-on-function regression model for heterogeneously distributed and strongly mixing data. We provide almost complete convergence rates for the local linear estimator of the…
Let $f$ be a nonincreasing function defined on $[0,1]$. Under standard regularity conditions, we derive the asymptotic distribution of the supremum norm of the difference between $f$ and its Grenander-type estimator on sub-intervals of…
Quantile estimation in deconvolution problems is studied comprehensively. In particular, the more realistic setup of unknown error distributions is covered. Our plug-in method is based on a deconvolution density estimator and is minimax…
We derive asymptotic theory for the plug-in estimate for density level sets under Hausdoff loss. Based on the asymptotic theory, we propose two bootstrap confidence regions for level sets. The confidence regions can be used to perform tests…
This work resolves the following question in non-Euclidean statistics: Is it possible to consistently estimate the Fr\'echet mean set of an unknown population distribution, with respect to the Hausdorff metric, when given access to…
The lens depth of a point has been recently extended to general metric spaces, which is not the case for most depths. It is defined as the probability of being included in the intersection of two random balls centred at two random points X…