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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 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…

Methodology · Statistics 2014-06-24 Papa Ngom , Hamza Dhaker , Pierre Mendy , El Hadji Deme

This study proposes multivariate kernel density estimation by stagewise minimization algorithm based on $U$-divergence and a simple dictionary. The dictionary consists of an appropriate scalar bandwidth matrix and a part of the original…

Machine Learning · Statistics 2021-08-11 Kiheiji Nishida , Kanta Naito

We construct a density estimator and an estimator of the distribution function in the uniform deconvolution model. The estimators are based on inversion formulas and kernel estimators of the density of the observations and its derivative.…

Statistics Theory · Mathematics 2011-01-06 Bert van Es

This paper studies nonparametric regression with long memory (LRD) errors and predictors. First, we formulate general conditions which guarantee the standard rate of convergence for a nonparametric kernel estimator. Second, we calculate the…

Statistics Theory · Mathematics 2011-02-25 Rafal Kulik , Pawel Lorek

We consider kernel estimation of marginal densities and regression functions of stationary processes. It is shown that for a wide class of time series, with proper centering and scaling, the maximum deviations of kernel density and…

Statistics Theory · Mathematics 2010-10-21 Weidong Liu , Wei Biao Wu

In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or…

Machine Learning · Statistics 2007-10-16 Yen-Jen Oyang , Darby Tien-Hao Chang , Yu-Yen Ou , Hao-Geng Hung , Chih-Peng Wu , Chien-Yu Chen

In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…

Methodology · Statistics 2019-01-23 Tao Wang , Zhong Guan

Compared to nonparametric estimators in the multivariate setting, kernel estimators for functional data models have a larger order of bias. This is problematic for constructing confidence regions or statistical tests since the bias might…

Statistics Theory · Mathematics 2025-11-21 Melanie Birke , Tim Greger

We present a new smooth, Gaussian-like kernel that allows the kernel density estimate for an angular distribution to be exactly represented by a finite number of its Fourier series coefficients. Distributions of angular quantities, such as…

Computer Vision and Pattern Recognition · Computer Science 2016-06-10 Michael T. McCann , Matthew Fickus , Jelena Kovacevic

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

In this work, we establish the asymptotic normality of the deconvolution kernel density estimator in the context of strongly mixing random fields. Only minimal conditions on the bandwidth parameter are required and a simple criterion on the…

Statistics Theory · Mathematics 2012-03-19 Ahmed El Ghini , Mohamed El Machkouri

Allthough nonparametric kernel density estimation with bias reduce is nowadays a standard technique in explorative data-analysis, there is still a big dispute on how to assess the quality of the estimate and which choice of bandwidth is…

Methodology · Statistics 2019-03-26 Hamza Dhakera , El Hadji Demeb , Youssou Cissb

The discrete kernel method was developed to estimate count data distributions, distinguishing discrete associated kernels based on their asymptotic behaviour. This study investigates the class of discrete asymmetric kernels and their…

Methodology · Statistics 2017-02-07 Tristan Senga Kiessé

We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the…

Statistics Theory · Mathematics 2026-04-17 Nils Lid Hjort , Stephen G. Walker

This study proposes a data condensation method for multivariate kernel density estimation by genetic algorithm. First, our proposed algorithm generates multiple subsamples of a given size with replacement from the original sample. The…

Methodology · Statistics 2022-03-04 Kiheiji Nishida

Dynamic density estimation is ubiquitous in many applications, including computer vision and signal processing. One popular method to tackle this problem is the "sliding window" kernel density estimator. There exist various implementations…

Machine Learning · Statistics 2024-03-13 Yinsong Wang , Yu Ding , Shahin Shahrampour

Current tools for multivariate density estimation struggle when the density is concentrated near a nonlinear subspace or manifold. Most approaches require choice of a kernel, with the multivariate Gaussian by far the most commonly used.…

Methodology · Statistics 2021-10-07 Minerva Mukhopadhyay , Didong Li , David B Dunson

A long-standing problem in the construction of asymptotically correct confidence bands for a regression function $m(x)=E[Y|X=x]$, where $Y$ is the response variable influenced by the covariate $X$, involves the situation where $Y$ values…

Statistics Theory · Mathematics 2018-12-10 Ali Al-Sharadqah , Majid Mojirsheibani

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