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We provide estimates of the rate of strong approximation and bounds for probabilities of moderate deviations in the CLT for the $L_1$-norm of the kernel density estimator without any assumptions on the density and assuming that the kernel…

Probability · Mathematics 2014-02-07 Andrei Yu. Zaitsev

We construct a kernel density estimator on symmetric spaces of non-compact type and establish an upper bound for its convergence rate, analogous to the minimax rate for classical kernel density estimators on Euclidean space. Symmetric…

Statistics Theory · Mathematics 2022-06-30 Dena Marie Asta

Local polynomial density (LPD) estimators are widely used for inference on boundary features of the density function. Contrary to conventional wisdom, we show that kernel choice substantially affects efficiency. Theory, simulations, and…

Econometrics · Economics 2026-01-08 Shunsuke Imai , Yuta Okamoto

In this work, we investigate the statistical computation of the Boltzmann entropy of statistical samples. For this purpose, we use both histogram and kernel function to estimate the probability density function of statistical samples. We…

Methodology · Statistics 2015-06-23 Ning Sui , Min Li , Ping He

This paper studies and critically discusses the construction of nonparametric confidence regions for density level sets. Methodologies based on both vertical variation and horizontal variation are considered. The investigations provide…

Statistics Theory · Mathematics 2019-03-05 Wanli Qiao , Wolfgang Polonik

We study the problem of nonparametric estimation under $\bL_p$-loss, $p\in [1,\infty)$, in the framework of the convolution structure density model on $\bR^d$. This observation scheme is a generalization of two classical statistical models,…

Statistics Theory · Mathematics 2017-04-17 Oleg Lepski , Thomas Willer

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…

In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…

Methodology · Statistics 2023-09-19 Archer Gong Zhang , Jiahua Chen

We prove that kernel density estimation on symmetric spaces of non-compact type, whose L2-risk was bounded above in previous work (Asta,2021), in fact achieves a minimax rate of convergence. With this result, the story for kernel density…

Statistics Theory · Mathematics 2024-03-18 Dena Marie Asta

This paper presents the asymptotic analysis of random lattices in high dimensions to clarify the distance properties of the considered lattices. These properties not only indicate the asymptotic value for the distance between any pair of…

Information Theory · Computer Science 2016-03-02 Rongrong Qian , Yuan Qi

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

Econometrics · Economics 2019-05-28 Ryo Okui , Takahide Yanagi

In this letter, we introduce the performance of maximal ratio combining (MRC) with weighting errors for physical layer security. We assume both legitimate user and eavesdropper each equipped with multiple antennas employ non ideal MRC. The…

Information Theory · Computer Science 2013-11-12 Anish Prasad Shrestha , Kyung Sup Kwak

Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…

High Energy Physics - Experiment · Physics 2009-10-31 Kyle S. Cranmer

We investigate the issue of bandwidth estimation in a nonparametric functional regression model with function-valued, continuous real-valued and discrete-valued regressors under the framework of unknown error density. Extending from the…

Methodology · Statistics 2016-06-20 Han Lin Shang

This paper considers the asymptotic behavior in $\beta$-H\"older spaces, and under $L^p$ loss, of the gamma kernel density estimator introduced by Chen [Ann. Inst. Statist. Math. 52 (2000), 471-480] for the analysis of nonnegative data,…

Statistics Theory · Mathematics 2026-02-11 Frédéric Ouimet

The paper studies the problem of constructing nonparametric simultaneous confidence bands with nonasymptotic and distribition-free guarantees. The target function is assumed to be band-limited and the approach is based on the theory of…

Machine Learning · Statistics 2024-01-30 Balázs Csanád Csáji , Bálint Horváth

While robust parameter estimation has been well studied in parametric density estimation, there has been little investigation into robust density estimation in the nonparametric setting. We present a robust version of the popular kernel…

Machine Learning · Statistics 2014-11-18 Robert A. Vandermeulen , Clayton D. Scott

Approximate query processing (AQP) is an interesting alternative for exact query processing. It is a tool for dealing with the huge data volumes where response time is more important than perfect accuracy (this is typically the case during…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-11 Witold Andrzejewski , Artur Gramacki , Jarosław Gramacki

The level set estimation problem seeks to find all points in a domain ${\cal X}$ where the value of an unknown function $f:{\cal X}\rightarrow \mathbb{R}$ exceeds a threshold $\alpha$. The estimation is based on noisy function evaluations…

Machine Learning · Statistics 2021-11-03 Blake Mason , Romain Camilleri , Subhojyoti Mukherjee , Kevin Jamieson , Robert Nowak , Lalit Jain

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