English
Related papers

Related papers: Bandwidth Selection for Spatial HAC Standard Error…

200 papers

In machine learning one often assumes the data are independent when evaluating model performance. However, this rarely holds in practise. Geographic information data sets are an example where the data points have stronger dependencies among…

Applications · Statistics 2020-06-01 Jonne Pohjankukka , Tapio Pahikkala , Paavo Nevalainen , Jukka Heikkonen

Contrary to the traditional pursuit of research on nonuniform sampling of bandlimited signals, the objective of the present paper is not to find sampling conditions that permit perfect reconstruction, but to perform the best possible signal…

Signal Processing · Electrical Eng. & Systems 2024-04-05 Nguyen T. Thao , Dominik Rzepka , Marek Miskowicz

The Spatial AutoRegressive model (SAR) is commonly used in studies involving spatial and network data to estimate the spatial or network peer influence and the effects of covariates on the response, taking into account the dependence among…

Methodology · Statistics 2024-08-07 Subhadeep Paul , Shanjukta Nath

It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation,…

Methodology · Statistics 2021-04-27 Zhen-Wei Li , Ping He

A popular data-driven method for choosing the bandwidth in standard kernel regression is cross-validation. Even when there are outliers in the data, robust kernel regression can be used to estimate the unknown regression curve [Robust and…

Statistics Theory · Mathematics 2007-06-13 Denis Heng-Yan Leung

Allthough nonparametric kernel density estimation with bias reduce is nowadays a standard technique in explorative data-analysis, there is still a big dispute on how to assess the quality of the estimate and which choice of bandwidth is…

Methodology · Statistics 2019-03-26 Hamza Dhakera , El Hadji Demeb , Youssou Cissb

We present a new approach, kernel regression, to determine photometric redshifts for 399,929 galaxies in the Fifth Data Release of the Sloan Digital Sky Survey (SDSS). In our case, kernel regression is a weighted average of spectral…

Astrophysics · Physics 2009-11-13 D. Wang , Y. X. Zhang , C. Liu , Y. H. Zhao

The spatial scan statistic is widely used to detect disease clusters in epidemiological surveillance. Since the seminal work by~\cite{kulldorff1997}, numerous extensions have emerged, including methods for defining scan regions, detecting…

Methodology · Statistics 2025-02-11 Takayuki Kawashima , Daisuke Yoneoka , Yuta Tanoue , Akifumi Eguchi , Shuhei Nomura

The Beta kernel estimator offers a theoretically superior alternative to the Gaussian kernel for unit interval data, eliminating boundary bias without requiring reflection or transformation. However, its adoption remains limited by the lack…

Methodology · Statistics 2026-05-12 Johan Hallberg Szabadváry

This paper presents an innovative extension of spatial autoregressive (SAR) models, introducing spatial coefficients specific to each spatial region that evolve over time. The proposed estimation methodology covers both homoscedastic and…

Methodology · Statistics 2025-02-24 N. A. Cruz , D. A. Romero , O. O. Melo

When outcome data are expensive or onerous to collect, scientists increasingly substitute predictions from machine learning and AI models for unlabeled cases, a process which has consequences for downstream statistical inference. While…

Machine Learning · Statistics 2026-03-13 Stephen Salerno , Zhenke Wu , Tyler McCormick

Residuals in regression models are often spatially correlated. Prominent examples include studies in environmental epidemiology to understand the chronic health effects of pollutants. I consider the effects of residual spatial structure on…

Methodology · Statistics 2010-11-05 Christopher J. Paciorek

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun

The analysis of redshift surveys with fractal tools requires one to apply some form of statistical correction for galaxies lying near the geometric boundary of the sample. In this paper we compare three different methods of performing such…

Astrophysics · Physics 2009-11-07 Jun Pan , Peter Coles

We consider the problem of constructing honest confidence intervals (CIs) for a scalar parameter of interest, such as the regression discontinuity parameter, in nonparametric regression based on kernel or local polynomial estimators. To…

Applications · Statistics 2020-04-08 Timothy B. Armstrong , Michal Kolesár

A long-standing problem in the construction of asymptotically correct confidence bands for a regression function $m(x)=E[Y|X=x]$, where $Y$ is the response variable influenced by the covariate $X$, involves the situation where $Y$ values…

Statistics Theory · Mathematics 2018-12-10 Ali Al-Sharadqah , Majid Mojirsheibani

It is shown that, for kernel-based classification with univariate distributions and two populations, optimal bandwidth choice has a dichotomous character. If the two densities cross at just one point, where their curvatures have the same…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Kee-Hoon Kang

Unsupervised learning-based anomaly detection in latent space has gained importance since discriminating anomalies from normal data becomes difficult in high-dimensional space. Both density estimation and distance-based methods to detect…

Machine Learning · Computer Science 2024-02-16 Padmaksha Roy

A new method of bandwidth selection for kernel density estimators is proposed. The method, termed indirect cross-validation, or ICV, makes use of so-called selection kernels. Least squares cross-validation (LSCV) is used to select the…

Methodology · Statistics 2008-12-02 Olga Y. Savchuk , Jeffrey D. Hart , Simon J. Sheather

A unified frequency domain cross-validation (FDCV) method is proposed to obtain a heteroskedasticity and autocorrelation consistent (HAC) standard error. This method enables model/tuning parameter selection across both parametric and…

Econometrics · Economics 2023-07-04 Zhihao Xu , Clifford M. Hurvich