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We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…

Statistics Theory · Mathematics 2024-07-16 Céline Duval , Émeline Schmisser

A method for channel estimation in wideband massive Multiple-Input Multiple-Output (MIMO) systems using covariance identification is developed. The method is useful for Frequency-Division Duplex (FDD) at either sub-6GHz or millimeter wave…

Signal Processing · Electrical Eng. & Systems 2024-10-30 José González-Coma , Pedro Suárez-Casal , Paula M. Castro , Luis Castedo , Michael Joham

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…

Methodology · Statistics 2020-11-17 Han Lin Shang

This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covariance operator estimator that adaptively thresholds the…

Statistics Theory · Mathematics 2025-06-23 Omar Al-Ghattas , Daniel Sanz-Alonso

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

Adaptive bandwidth selection is a fundamental challenge in nonparametric regression. This paper introduces a new bandwidth selection procedure inspired by the optimality criteria for $\ell_0$-penalized regression. Although similar in spirit…

Machine Learning · Statistics 2025-05-21 Sabyasachi Chatterjee , Subhajit Goswami , Soumendu Sundar Mukherjee

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

Statistics Theory · Mathematics 2020-07-20 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

The problem of estimating the regression function in a fixed design models with correlated observations is considered. Such observations are obtained from several experimental units, each of them forms a time series. Based on the…

Statistics Theory · Mathematics 2019-06-13 D. Benelmadani , K. Benhenni , S. Louhichi

In this paper, we consider the problem of estimating the eigenvalues and eigenfunctions of the covariance kernel (i.e., the functional principal components) from sparse and irregularly observed longitudinal data. We approach this problem…

Methodology · Statistics 2007-10-30 Jie Peng , Debashis Paul

We consider estimation of mean and covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval.…

Methodology · Statistics 2020-06-08 Zhenhua Lin , Jane-Ling Wang

Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…

Statistics Theory · Mathematics 2023-09-26 Xing Yang , Jianjun Xu

The problem of nonparametric functional data classification and bandwidth selection is considered when the response variable, also called the class label, might be missing but not at random (MNAR). This setup is broadly acknowledged to be…

Methodology · Statistics 2025-09-12 Majid Mojirsheibani

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 consider a nonparametric regression setup, where the covariate is a random element in a complete separable metric space, and the parameter of interest associated with the conditional distribution of the response lies in a separable…

Statistics Theory · Mathematics 2018-11-16 Joydeep Chowdhury , Probal Chaudhuri

This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The…

Computation · Statistics 2020-07-21 Anne van Delft , Michael Eichler

In massive multiple-input multiple-output (MIMO) systems, the knowledge of the users' channel covariance matrix is crucial for minimum mean square error (MMSE) channel estimation in the uplink as well as it plays an important role in…

Information Theory · Computer Science 2022-06-07 Tianyu Yang , Mahdi Barzegar Khalilsarai , Saeid Haghighatshoar , Giuseppe Caire

This paper considers a massive random access problem in which a large number of sporadically active devices wish to communicate with a base station (BS) equipped with massive multiple-input multiple-output (MIMO) antennas. Each device is…

Information Theory · Computer Science 2021-11-25 Zhilin Chen , Foad Sohrabi , Ya-Feng Liu , Wei Yu

Inference via simultaneous confidence band is studied for stationary covariance function of dense functional data. A two-stage estimation procedure is proposed based on spline approximation, the first stage involving estimation of all the…

Methodology · Statistics 2019-10-31 Jiangyan Wang , Guanqun Cao , Li Wang , Lijian Yang

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

We propose a novel algorithm to estimate the channel covariance matrix of a desired user in multiuser massive MIMO systems. The algorithm uses only knowledge of the array response and rough knowledge of the angular support of the incoming…

Signal Processing · Electrical Eng. & Systems 2020-06-15 Renato Luis Garrido Cavalcante , Slawomir Stanczak