Related papers: Optimal Rates for Nonparametric Density Estimation…
In the random coefficients binary choice model, a binary variable equals 1 iff an index $X^\top\beta$ is positive.The vectors $X$ and $\beta$ are independent and belong to the sphere $\mathbb{S}^{d-1}$ in $\mathbb{R}^{d}$.We prove lower…
This paper introduces an intuitive and easy-to-implement nonparametric density estimator based on local polynomial techniques. The estimator is fully boundary adaptive and automatic, but does not require pre-binning or any other…
We construct an adaptive estimator of a density function on $d$ dimensional unit sphere $S^d$ ($d \geq 2 $), using a new type of spherical frames. The frames, or as we call them, stereografic wavelets are obtained by transforming a wavelet…
The density ratio is an important metric for evaluating the relative likelihood of two probability distributions, with extensive applications in statistics and machine learning. However, existing estimation theories for density ratios often…
This paper investigates the size performance of Wald tests for CAViaR models (Engle and Manganelli, 2004). We find that the usual estimation strategy on test statistics yields inaccuracies. Indeed, we show that existing density estimation…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…
We consider entanglement-assisted frequency estimation by Ramsey interferometry, in the presence of dephasing noise from spatiotemporally correlated environments.By working in the widely employed local estimation regime, we show that even…
We develop a framework that we call compressive rate estimation. We assume that the composite channel gain matrix (i.e. the matrix of all channel gains between all network nodes) is compressible which means it can be approximated by a…
Accurate density estimation methodologies play an integral role in a variety of scientific disciplines, with applications including simulation models, decision support tools, and exploratory data analysis. In the past, histograms and kernel…
As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…
We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator…
In the context of density level set estimation, we study the convergence of general plug-in methods under two main assumptions on the density for a given level $\lambda$. More precisely, it is assumed that the density (i) is smooth in a…
We consider the regression model with (known) random design. We investigate the minimax performances of an adaptive wavelet block thresholding estimator under the $\mathbb{L}^p$ risk with $p\ge 2$ over Besov balls. We prove that it is near…
The problem of nonparametric estimation of the conditional density of a response, given a vector of explanatory variables, is classical and of prominent importance in many prediction problems since the conditional density provides a more…
One key issue in several astrophysical problems is the evaluation of the density probability function underlying an observational discrete data set. We here review two non-parametric density estimators which recently appeared in the…
We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…
We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…
This paper addresses the problem of unsupervised soft bit error rate (BER) estimation for any communications system, where no prior knowledge either about transmitted information bits, or the transceiver scheme is available. We show that…
In this paper, we investigate the asymptotic properties of nonparametric Bayesian mixtures of Betas for estimating a smooth density on $[0,1]$. We consider a parametrization of Beta distributions in terms of mean and scale parameters and…
We study the estimation, in Lp-norm, of density functions defined on [0,1]^d. We construct a new family of kernel density estimators that do not suffer from the so-called boundary bias problem and we propose a data-driven procedure based on…