相关论文: Reducing variance in univariate smoothing

When the study variable is functional and storage capacities are limited or transmission costs are high, selecting with survey sampling techniques a small fraction of the observations is an interesting alternative to signal compression…

Subsampling is one of the popular methods to balance statistical efficiency and computational efficiency in the big data era. Most approaches aim at selecting informative or representative sample points to achieve good overall information…

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

This paper develops theory for feasible estimators of finite-dimensional parameters identified by general conditional quantile restrictions, under much weaker assumptions than previously seen in the literature. This includes instrumental…

We propose a fast penalized spline method for bivariate smoothing. Univariate P-spline smoothers (Eilers and Marx, 1996) are applied simultaneously along both coordinates. The new smoother has a sandwich form which suggested the name…

We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Datasets from the fields of bioinformatics, chemometrics, and face recognition are typically characterized by small samples of high-dimensional data. Among the many variants of linear discriminant analysis that have been proposed in order…

We consider the range-based localization problem, which involves estimating an object's position by using $m$ sensors, hoping that as the number $m$ of sensors increases, the estimate converges to the true position with the minimum…

Suppose that we wish to estimate a finite-dimensional summary of one or more function-valued features of an underlying data-generating mechanism under a nonparametric model. One approach to estimation is by plugging in flexible estimates of…

A dimension reduction-based adaptive-to-model test is proposed for significance of a subset of covariates in the context of a nonparametric regression model. Unlike existing local smoothing significance tests, the new test behaves like a…

Sampling complex free energy surfaces is one of the main challenges of modern atomistic simulation methods. The presence of kinetic bottlenecks in such surfaces often renders a direct approach useless. A popular strategy is to identify a…

Voronoi intensity estimators, which are non-parametric estimators for intensity functions of point processes, are both parameter-free and adaptive; the intensity estimate at a given location is given by the reciprocal size of the…

Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the…

A modified gamma kernel should not be automatically preferred to the standard gamma kernel, especially for univariate convex densities with a pole at the origin. In the multivariate case, multiple combined gamma kernels, defined as a…

We address the inference problem concerning regression coefficients in a classical linear regression model using least squares estimates. The analysis is conducted under circumstances where network dependency exists across units in the…

As estimators of location parameters, univariate trimmed means are well known for their robustness and efficiency. They can serve as robust alternatives to the sample mean while possessing high efficiencies at normal as well as heavy-tailed…

Smoothing is widely used approach for measurement noise reduction in spectral analysis. However, it suffers from signal distortion caused by peak suppression. A locally self-adjustive smoothing method is developed that retains sharp peaks…

We study a high-dimensional regression setting under the assumption of known covariate distribution. We aim at estimating the amount of explained variation in the response by the best linear function of the covariates (the signal level). In…

We extend nonparametric regression smoothing splines to a context where there is endogeneity and instrumental variables are available. Unlike popular existing estimators, the resulting estimator is one-step and relies on a unique…