English
Related papers

Related papers: Asymptotic variance of grey-scale surface area est…

200 papers

Local algorithms are common tools for estimating intrinsic volumes from black-and-white digital images. However, these algorithms are typically biased in the design based setting, even when the resolution tends to infinity. Moreover, images…

Statistics Theory · Mathematics 2014-02-11 Anne Marie Svane

It has been shown that local algorithms based on grey-scale images sometimes lead to asymptotically unbiased estimators for surface area and integrated mean curvature. This paper extends the results to estimators for Minkowski tensors. In…

Statistics Theory · Mathematics 2016-02-24 Anne Marie Svane

Consider the design based situation where an $r$-regular set is sampled on a random lattice. A fast algorithm for estimating the integrated mean curvature based on this observation is to use a weighted sum of $2\times \dotsm \times 2$…

Statistics Theory · Mathematics 2016-02-24 Anne Marie Svane

We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…

Statistics Theory · Mathematics 2020-01-22 Jean-Marc Azaïs , François Bachoc , Agnès Lagnoux , Thi Mong Ngoc Nguyen

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

This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…

Statistics Theory · Mathematics 2015-10-30 Wei-Liem Loh

Covariance parameter estimation of Gaussian processes is analyzed in an asymptotic framework. The spatial sampling is a randomly perturbed regular grid and its deviation from the perfect regular grid is controlled by a single scalar…

Statistics Theory · Mathematics 2014-12-09 François Bachoc

Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of…

Probability · Mathematics 2014-09-30 Pierre Calka , J. E. Yukich

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

We consider the statistical experiment given by a sample of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam's deficiency Delta-distance, to two Gaussian experiments…

Statistics Theory · Mathematics 2009-03-10 Georgi K. Golubev , Michael Nussbaum , Harrison H. Zhou

The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…

Statistics Theory · Mathematics 2020-04-21 Sebastian Holtz

We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…

Statistics Theory · Mathematics 2012-02-24 Peter Hall , Tung Pham , M. P. Wand , S. S. J. Wang

A common method for estimating the Hessian operator from random samples on a low-dimensional manifold involves locally fitting a quadratic polynomial. Although widely used, it is unclear if this estimator introduces bias, especially in…

Statistics Theory · Mathematics 2025-09-10 Chih-Wei Chen , Hau-Tieng Wu

In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…

Probability · Mathematics 2011-02-11 Domenico Marinucci

The consistency and asymptotic normality of the spatial sign covariance matrix with unknown location are shown. Simulations illustrate the different asymptotic behavior when using the mean and the spatial median as location estimator.

Statistics Theory · Mathematics 2022-04-12 Alexander Dürre , Daniel Vogel , David E. Tyler

Asymptotic properties of scatter estimators for elliptical graphical models are studied. Such models impose a given pattern of zeros on the inverse of the shape matrix of an elliptically distributed random vector. In particular, we…

Statistics Theory · Mathematics 2015-06-16 Daniel Vogel , David E. Tyler

Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian…

Methodology · Statistics 2017-11-29 Wentao Li , Paul Fearnhead

It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…

Statistics Theory · Mathematics 2010-06-09 Radhendushka Srivastava , Debasis Sengupta

We study the asymptotic behaviour of both spherical $t$-designs and random uniform designs as the set of sampling points in non-parametric regression with spherical regressors of arbitrary dimension. We show that the corresponding…

Statistics Theory · Mathematics 2026-05-05 Martin Kroll

It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities are sufficiently smooth and uniformly bounded away from zero. We show that a uniform…

Statistics Theory · Mathematics 2019-11-15 Kolyan Ray , Johannes Schmidt-Hieber
‹ Prev 1 2 3 10 Next ›