Related papers: Asymptotic Equivalence for Nonparametric Regressio…
In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…
Given $n$ independent and identically distributed observations and measuring the value of obtaining an additional observation in terms of Le Cam's notion of deficiency between experiments, we show for certain types of non-parametric…
In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…
We develop nonparametric regression methods for the case when the true regression function is not necessarily smooth. More specifically, our approach is using the fractional Laplacian and is designed to handle the case when the true…
We consider nonparametric Bayesian estimation of a probability density $p$ based on a random sample of size $n$ from this density using a hierarchical prior. The prior consists, for instance, of prior weights on the regularity of the…
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 $Y_{\bf{i}}$,…
In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…
We use observational data from Supernovae (SNIa) Pantheon sample, from direct Hubble constant measurements with cosmic chronometers (CC), from the Cosmic Microwave Background shift parameter $\text{CMB}_{\text{shift}}$, and from redshift…
We analyze the statistical properties of nonparametric regression estimators using covariates which are not directly observable, but have be estimated from data in a preliminary step. These so-called generated covariates appear in numerous…
We consider the model $Z_i=X_i+\varepsilon_i$, for i.i.d. $X_i$'s and $\varepsilon_i$'s and independent sequences $(X_i)_{i\in{\mathbb{N}}}$ and $(\varepsilon_i)_{i\in{\mathbb{N}}}$. The density $f_{\varepsilon}$ of $\varepsilon_1$ is…
Most results in nonparametric regression theory are developed only for the case of additive noise. In such a setting many smoothing techniques including wavelet thresholding methods have been developed and shown to be highly adaptive. In…
Consider a nonparametric regression model with one-sided errors and regression function in a general H\"older class. We estimate the regression function via minimization of the local integral of a polynomial approximation. We show uniform…
Let $\left(X_n, d_n\right)$ be a sequence of metric spaces and let $\mathcal{F}=\left\{f_n\right\}_{n \in \mathbb{Z}}$ be a sequence of continuous and onto maps $f_n: X_n \rightarrow X_{n+1}, n \in \mathbb{Z}_{+}$. In this paper, we prove…
In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…
A unified framework is proposed for tests of unobserved heterogeneity in parametric statistic models based on Neyman's $C(\alpha)$ approach. Such tests are irregular in the sense that the first order derivative of the log likelihood with…
A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation,…
Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…
Consider a non-elementary Gromov-hyperbolic group $\Gamma$ with a suitable invariant hyperbolic metric, and an ergodic probability measure preserving (p.m.p.) action on $(X,\mu)$. We construct special increasing sequences of finite subsets…
We consider identification and inference about mean functionals of observed covariates and an outcome variable subject to nonignorable missingness. By leveraging a shadow variable, we establish a necessary and sufficient condition for…
Heteroskedastic errors can lead to inaccurate statistical conclusions if they are not properly handled. We introduce a test for heteroskedasticity for the nonparametric regression model with multiple covariates. It is based on a suitable…