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Related papers: On the boundary properties of Bernstein estimators…

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Bernstein estimators are well-known to avoid the boundary bias problem of traditional kernel estimators. The theoretical properties of these estimators have been studied extensively on compact intervals and hypercubes, but never on the…

Statistics Theory · Mathematics 2022-05-25 Frédéric Ouimet

We study theoretically, for the first time, the Dirichlet kernel estimator introduced by Aitchison and Lauder (1985) for the estimation of multivariate densities supported on the $d$-dimensional simplex. The simplex is an important case as…

Statistics Theory · Mathematics 2021-10-12 Frédéric Ouimet , Raimon Tolosana-Delgado

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

Methodology · Statistics 2015-12-11 Till Hoffmann , Nick S. Jones

In this article we perform an asymptotic analysis of Bayesian parallel kernel density estimators introduced by Neiswanger, Wang and Xing (2014). We derive the asymptotic expansion of the mean integrated squared error for the full data…

Statistics Theory · Mathematics 2020-11-09 Alexey Miroshnikov , Evgeny Savelev

The asymptotic analysis of Bergman kernels with respect to exponentially varying measures near emergent interfaces has attracted recent attention. Such interfaces typically occur when the associated limiting Bergman density function…

Complex Variables · Mathematics 2020-03-03 Haakan Hedenmalm , Aron Wennman

Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kernel estimator of a probability mass function. We show, under…

Statistics Theory · Mathematics 2025-02-11 Youssef Esstafa , Célestin C. Kokonendji , Sobom M. Somé

The asymptotic properties of multivariate Sz\'{a}sz-Mirakyan estimators for cumulative distribution functions (cdf) supported on the nonnegative orthant are investigated. Explicit bias and variance expansions are derived on compact subsets…

Statistics Theory · Mathematics 2026-05-20 Guanjie Lyu , Frédéric Ouimet , Cindy Feng

In this paper, we analyze the asymptotic behavior of the main characteristics of the mean-variance efficient frontier employing random matrix theory. Our particular interest covers the case when the dimension $p$ and the sample size $n$…

Statistical Finance · Quantitative Finance 2024-09-24 Taras Bodnar , Nikolaus Hautsch , Yarema Okhrin , Nestor Parolya

We investigate the asymptotic behavior of parametric Bayes estimators under a broad class of loss functions that extend beyond the classical translation-invariant setting. To this end, we develop a unified theoretical framework for loss…

Statistics Theory · Mathematics 2026-03-16 Robin Requadt , Housen Li , Axel Munk

This paper investigates the asymptotic boundary behavior of the holomorphic bisectional curvature for weighted Bergman metrics. By characterizing extremal functions via $L^2$-orthogonal projections, we establish an explicit formula for the…

Complex Variables · Mathematics 2026-05-19 Sungmin Yoo

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-sphere ($d\ge 2$). We investigate the distribution of their defect i.e., the difference between the measure of positive and negative regions. Marinucci and…

Probability · Mathematics 2018-07-24 Maurizia Rossi

In this paper, we are interested in the study of beta kernel estimators from an asymptotic minimax point of view. It is well known that beta kernel estimators are, on the contrary of classical kernel estimators, "free of boundary effect"…

Statistics Theory · Mathematics 2010-01-15 Karine Bertin , Nicolas Klutchnikoff

In this paper, we present an explicit description for the boundary behavior of the Bergman kernel function, the Bergman metric, and the associated curvatures along certain sequences converging to an $h$-extendible boundary point.

Complex Variables · Mathematics 2026-01-21 Ninh Van Thu

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

We derive limiting distributions of symmetrized estimators of scatter, where instead of all $n(n-1)/2$ pairs of the $n$ observations we only consider $nd$ suitably chosen pairs, $1 \le d < \lfloor n/2\rfloor$. It turns out that the…

Statistics Theory · Mathematics 2023-08-21 Lutz Duembgen , Klaus Nordhausen

We define the notion of Bernstein measures and Bernstein approximations over general convex polytopes. This generalizes well-known Bernstein polynomials which are used to prove the Weierstrass approximation theorem on one dimensional…

Functional Analysis · Mathematics 2017-11-15 Tatsuya Tate

This paper considers the asymptotic behavior in $\beta$-H\"older spaces, and under $L^p$ losses, of a Dirichlet kernel density estimator proposed by Aitchison and Lauder (1985) for the analysis of compositional data. In recent work, Ouimet…

Statistics Theory · Mathematics 2023-01-31 Karine Bertin , Christian Genest , Nicolas Klutchnikoff , Frédéric Ouimet

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

Functional data present as functions or curves possessing a spatial or temporal component. These components by nature have a fixed observational domain. Consequently, any asymptotic investigation requires modelling the increased correlation…

Methodology · Statistics 2024-03-11 Cory W. Natoli , Edward D. White , Beau A. Nunnally , Alex J. Gutman , Raymond R. Hill

The discrete kernel method was developed to estimate count data distributions, distinguishing discrete associated kernels based on their asymptotic behaviour. This study investigates the class of discrete asymmetric kernels and their…

Methodology · Statistics 2017-02-07 Tristan Senga Kiessé
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