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Related papers: Adaptive Density Estimation on Bounded Domains

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This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…

Econometrics · Economics 2021-01-29 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

We investigate density estimation from a $n$-sample in the Euclidean space $\mathbb R^D$, when the data is supported by an unknown submanifold $M$ of possibly unknown dimension $d < D$ under a reach condition. We study nonparametric kernel…

Statistics Theory · Mathematics 2020-11-02 Clément Berenfeld , Marc Hoffmann

We propose the periodic scaled Korobov kernel (PSKK) method for nonparametric density estimation on $\mathbb{R}^d$. By first wrapping the target density into a periodic version through modulo operation and subsequently applying kernel ridge…

Statistics Theory · Mathematics 2025-12-23 Ziyang Ye , Haoyuan Tan , Xiaoqun Wang , Zhijian He

This work is concerned with the study of the adaptivity properties of nonparametric regression estimators over the $d$-dimensional sphere within the global thresholding framework. The estimators are constructed by means of a form of…

Statistics Theory · Mathematics 2016-07-27 Claudio Durastanti

While spherical data arises in many contexts, including in directional statistics, the current tools for density estimation and population comparison on spheres are quite limited. Popular approaches for comparing populations (on Euclidean…

Methodology · Statistics 2018-05-15 Zhengwu Zhang , Eric Klassen , Anuj Srivastava

Calibrated probabilistic classifiers are models whose predicted probabilities can directly be interpreted as uncertainty estimates. It has been shown recently that deep neural networks are poorly calibrated and tend to output overconfident…

Machine Learning · Statistics 2022-10-17 Teodora Popordanoska , Raphael Sayer , Matthew B. Blaschko

Building on the successes of local kernel methods for approximating the solutions to partial differential equations (PDE) and the evaluation of definite integrals (quadrature/cubature), a local estimate of the error in such approximations…

Numerical Analysis · Mathematics 2023-08-30 Jonah A. Reeger

We investigate the asymptotic mean squared error of kernel estimators of the intensity function of a spatial point process. We show that when $n$ independent copies of a point process in $\mathbb R^d$ are superposed, the optimal bandwidth…

Statistics Theory · Mathematics 2019-04-11 M. N. M. van Lieshout

In the this paper, the authors propose to estimate the density of a targeted population with a weighted kernel density estimator (wKDE) based on a weighted sample. Bandwidth selection for wKDE is discussed. Three mean integrated squared…

Methodology · Statistics 2011-11-28 Bin Wang , Xiaofeng Wang

Consider the semiparametric transformation model $\Lambda_{\theta_o}(Y)=m(X)+\epsilon$, where $\theta_o$ is an unknown finite dimensional parameter, the functions $\Lambda_{\theta_o}$ and $m$ are smooth, $\epsilon$ is independent of $X$,…

Statistics Theory · Mathematics 2011-10-11 Rawane Samb , Cédric Heuchenne , Ingrid Van Keilegom

Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…

Statistics Theory · Mathematics 2012-11-15 Magalie Fromont , Béatrice Laurent , Patricia Reynaud-Bouret

Density estimation and inference methods are widely used in empirical work. When the underlying distribution has compact support, conventional kernel-based density estimators are no longer consistent near or at the boundary because of their…

Computation · Statistics 2021-02-24 Matias D. Cattaneo , Michael Jansson , Xinwei Ma

This paper deals with the problem of density estimation. We aim at building an estimate of an unknown density as a linear combination of functions of a dictionary. Inspired by Cand\`es and Tao's approach, we propose an $\ell_1$-minimization…

Statistics Theory · Mathematics 2009-05-07 Karine Bertin , Erwan Le Pennec , Vincent Rivoirard

We estimate the derivative of a probability density function defined on $[0,\infty)$. For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact…

Statistics Theory · Mathematics 2015-02-10 L. A. Markovich

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 paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama

This paper discusses the problem of adaptive estimation of a univariate object like the value of a regression function at a given point or a linear functional in a linear inverse problem. We consider an adaptive procedure originated from…

Statistics Theory · Mathematics 2009-08-26 Vladimir Spokoiny , Céline Vial

We investigate the discrepancy principle for choosing smoothing parameters for kernel density estimation. The method is based on the distance between the empirical and estimated distribution functions. We prove some new positive and…

Statistics Theory · Mathematics 2015-03-19 Thoralf Mildenberger

Bandwidth selection is crucial in the kernel estimation of density level sets. A risk based on the symmetric difference between the estimated and true level sets is usually used to measure their proximity. In this paper we provide an…

Statistics Theory · Mathematics 2020-01-01 Wanli Qiao

This article presents a bootstrap approximation to the Lp_statistics of kernel density estimator in length-biased model. Length-biased data arise in many situations, such as survival analysis, renewal processes and physics. The article…

Probability · Mathematics 2017-05-30 Raheleh Zamini
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