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The future space based gravitational wave detector LISA (Laser Interferometer Space Antenna) will observe millions of Galactic binaries constantly present in the data stream. A small fraction of this population (of the order of several…

General Relativity and Quantum Cosmology · Physics 2024-02-22 Natalia Korsakova , Stanislav Babak , Michael L. Katz , Nikolaos Karnesis , Sviatoslav Khukhlaev , Jonathan R. Gair

The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be consistent. A simulation study is also conducted to show the…

Statistics Theory · Mathematics 2012-11-15 Bing-Yi Jing , Guangming Pan , Qi-Man Shao , Wang Zhou

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

The paper discusses the estimation of a continuous density function of the target random field $X_{\bf{i}}$, $\bf{i}\in \mathbb {Z}^N$ which is contaminated by measurement errors. In particular, the observed random field $Y_{\bf{i}}$,…

Statistics Theory · Mathematics 2014-07-21 Jiexiang Li

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

The Beta kernel estimator offers a theoretically superior alternative to the Gaussian kernel for unit interval data, eliminating boundary bias without requiring reflection or transformation. However, its adoption remains limited by the lack…

Methodology · Statistics 2026-05-12 Johan Hallberg Szabadváry

Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…

Statistics Theory · Mathematics 2018-10-17 Arthur Berg , Dimitris N Politis , Kagba Suaray , Hui Zeng

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density.…

Statistics Theory · Mathematics 2019-01-03 Maciej Skorski

Spectral density estimation is a core problem of system identification, which is an important research area of system control and signal processing. There have been numerous results on the design of spectral density estimators. However to…

Optimization and Control · Mathematics 2023-03-21 Guangyu Wu , Anders Lindquist

Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias…

Machine Learning · Computer Science 2023-11-07 Sangwoong Yoon , Frank C. Park , Gunsu S Yun , Iljung Kim , Yung-Kyun Noh

This paper introduces a novel density estimator supported on $d$-dimensional half-spaces. It stands out as the first asymmetric kernel density estimator for half-spaces in the literature. Using the multivariate inverse Gaussian (MIG)…

Statistics Theory · Mathematics 2026-03-09 Léo R. Belzile , Alain Desgagné , Christian Genest , Frédéric Ouimet

This paper introduces a probability density estimator based on Green's function identities. A density model is constructed under the sole assumption that the probability density is differentiable. The method is implemented as a binary…

Machine Learning · Statistics 2012-08-22 Peter Kovesarki , Ian C. Brock , A. Elizabeth Nuncio Quiroz

Nonparametric estimation of copula density functions using kernel estimators presents significant challenges. One issue is the potential unboundedness of certain copula density functions at the corners of the unit square. Another is the…

Methodology · Statistics 2025-02-11 Mathias N. Muia , Olivia Atutey , Mahmud Hasan

The rate of normal approximation for the integral norm of kernel density estimators is investigated in the case of densities with power-type singularities. The quantities from the formulations of published results by the author are…

Probability · Mathematics 2018-05-22 Andrei Yu. Zaitsev

Kernel density estimators with circular data have been studied extensively for decades, as they allow flexible estimations even when the shape of the underlying density is complex. Many recent studies have examined bias correction methods;…

Methodology · Statistics 2026-03-03 Yasuhito Tsuruta

A kernel density estimator for data on the polysphere $\mathbb{S}^{d_1}\times\cdots\times\mathbb{S}^{d_r}$, with $r,d_1,\ldots,d_r\geq 1$, is presented in this paper. We derive the main asymptotic properties of the estimator, including mean…

Methodology · Statistics 2024-11-08 Eduardo García-Portugués , Andrea Meilán-Vila

It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation,…

Methodology · Statistics 2021-04-27 Zhen-Wei Li , Ping He

We study the kernel estimator of the transition density of bifurcating Markov chains. Under some ergodic and regularity properties, we prove that this estimator is consistent and asymptotically normal. Next, in the numerical studies, we…

Statistics Theory · Mathematics 2023-03-28 S. Valère Bitseki Penda

We propose two new kernel-type estimators of the mean residual life function $m_X(t)$ of bounded or half-bounded interval supported distributions. Though not as severe as the boundary problems in the kernel density estimation, eliminating…

Methodology · Statistics 2020-05-29 Rizky Reza Fauzi , Yoshihiko Maesono

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured in $L_1$. No additional assumptions are imposed to the…

Statistics Theory · Mathematics 2016-12-28 Kairat Mynbaev , Carlos Martins-Filho