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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

In this paper we propose a variable bandwidth kernel regression estimator for $i.i.d.$ observations in $\mathbb{R}^2$ to improve the classical Nadaraya-Watson estimator. The bias is improved to the order of $O(h_n^4)$ under the condition…

Statistics Theory · Mathematics 2021-01-14 Janet Nakarmi , Hailin Sang , Lin Ge

We consider distributed estimation of a Gaussian vector with a linear observation model in an inhomogeneous wireless sensor network, where a fusion center (FC) reconstructs the unknown vector, using a linear estimator. Sensors employ…

Information Theory · Computer Science 2016-08-24 Alireza Sani , Azadeh Vosoughi

We consider bandwidth matrix selection for kernel density estimators (KDEs) of density level sets in $\mathbb{R}^d$, $d \ge 2$. We also consider estimation of highest density regions, which differs from estimating level sets in that one…

Methodology · Statistics 2018-10-26 Charles R. Doss , Guangwei Weng

It is shown that, for a Hamiltonian with a band structure, the half width of local spectral density of states, or strength function, is closely related to the width of the nonperturbative (NPT) parts of energy eigenfunctions. In the…

Quantum Physics · Physics 2015-12-10 Yijian Zou , Yuchen Ma , Peijun Zhu , Jiaozi Wang , Wenge Wang

Multivariate kernel density estimations have received much spate of interest. In addition to conventional methods of (non-)classical associated-kernels for (un)bounded densities and bandwidth selections, the multiple extended-beta kernel…

Statistics Theory · Mathematics 2025-02-11 Sobom M. Somé , Célestin C. Kokonendji , Francial G. B. Libengué Dobélé-Kpoka

In a regression model, we write the Nadaraya-Watson estimator of the regression function as the quotient of two kernel estimators, and propose a bandwidth selection method for both the numerator and the denominator. We prove risk bounds for…

Statistics Theory · Mathematics 2021-05-10 Fabienne Comte , Nicolas Marie

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

Length-biased data are a particular case of weighted data, which arise in many situations: biomedicine, quality control or epidemiology among others. In this paper we study the theoretical properties of kernel density estimation in the…

We consider the problem of non-parametric density estimation of a random environment from the observation of a single trajectory of a random walk in this environment. We first construct a density estimator using the beta-moments. We then…

Statistics Theory · Mathematics 2018-06-18 Antoine Havet , Matthieu Lerasle , Éric Moulines

There is an intense and partly recent literature focussing on the problem of selecting the bandwidth parameter for kernel density estimators. Available methods are largely `very nonparametric', in the sense of not requiring any knowledge…

Methodology · Statistics 2026-02-17 Nils Lid Hjort

In this paper we consider the kernel estimators of a distribution function defined by the stochastic approximation algorithm when the observation are contamined by measurement errors. It is well known that this estimators depends heavily on…

Statistics Theory · Mathematics 2016-06-28 Yousri Slaoui

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

Markov chain Monte Carlo samplers produce dependent streams of variates drawn from the limiting distribution of the Markov chain. With this as motivation, we introduce novel univariate kernel density estimators which are appropriate for the…

Methodology · Statistics 2016-07-29 Hang J. Kim , Steven N. MacEachern , Yoonsuh Jung

We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a low-rank probability matrix. In the…

Statistics Theory · Mathematics 2024-10-23 Julien Chhor , Olga Klopp , Alexandre Tsybakov

We deal with the equivariant estimation of scatter and location for p-dimensional data, giving emphasis to scatter. It it important that the estimators possess both a high efficiency for normal data and a high resistance to outliers, that…

Statistics Theory · Mathematics 2015-08-17 Ricardo A. Maronna , Victor J. Yohai

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

Hybrid recommendations have recently attracted a lot of attention where user features are utilized as auxiliary information to address the sparsity problem caused by insufficient user-item interactions. However, extracted user features…

Information Retrieval · Computer Science 2022-11-22 Yaochen Zhu , Zhenzhong Chen

We consider estimating the density of a response conditioning on an error-prone covariate. Motivated by two existing kernel density estimators in the absence of covariate measurement error, we propose a method to correct the existing…

Methodology · Statistics 2020-01-09 Xianzheng Huang , Haiming Zhou

This paper presents a Bayesian sampling approach to bandwidth estimation for the local linear estimator of the regression function in a nonparametric regression model. In the Bayesian sampling approach, the error density is approximated by…

Methodology · Statistics 2020-11-10 Han Lin Shang , Xibin Zhang
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