相关论文: Nonparametric Estimation of Trend in Directional D…
This paper presents several situations leading to the observation of multiple correlated copies of a drifted process, and then non-asymptotic risk bounds are established on nonparametric estimators of the drift function $b_0$ and its…
The modern data analyst must cope with data encoded in various forms, vectors, matrices, strings, graphs, or more. Consequently, statistical and machine learning models tailored to different data encodings are important. We focus on data…
This paper presents a goodness-of-fit test for parametric regression models with scalar response and directional predictor, that is, a vector on a sphere of arbitrary dimension. The testing procedure is based on the weighted squared…
The paper overviews and investigates several nonparametric methods of estimating covariograms. It provides a unified approach and notation to compare the main approaches used in applied research. The primary focus is on methods that utilise…
In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…
We introduce a nonstationary spatio-temporal statistical model for gridded data on the sphere. The model specifies a computationally convenient covariance structure that depends on heterogeneous geography. Widely used statistical models on…
We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These…
In many temporally ordered data sets, it is observed that the parameters of the underlying distribution change abruptly at unknown times. The detection of such changepoints is important for many applications. While this problem has been…
Projected distributions have proved to be useful in the study of circular and directional data. Although any multivariate distribution can be used to produce a projected model, these distributions are typically parametric. In this article…
For temporal regularly spaced datasets, a lot of methods are available and the properties of these methods are extensively investigated. Less research has been performed on irregular temporal datasets subject to measurement error with…
Trawl processes belong to the class of continuous-time, strictly stationary, infinitely divisible processes; they are defined as Levy bases evaluated over deterministic trawl sets. This article presents the first nonparametric estimator of…
An important aspect of modeling spatially-referenced data is appropriately specifying the covariance function of the random field. A practitioner working with spatial data is presented a number of choices regarding the structure of the…
This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…
We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…
This paper investigates the nonparametric estimation of a circular regression function in an errors-in-variables framework. Two settings are studied, depending on whether the covariates are circular or linear. Adaptive estimators are…
The extremal dependence structure of a regularly varying $d$-dimensional random vector can be described by its angular measure. The standard nonparametric estimator of this measure is the empirical measure of the observed angles of the $k$…
An estimate of the net direction of climate interactions in different geographical regions is made by constructing a directed climate network from a regular latitude-longitude grid of nodes, using a directionality index (DI) based on…
The development of a metric for structural data is a long-term problem in pattern recognition and machine learning. In this paper, we develop a general metric for comparing nonlinear dynamical systems that is defined with Perron-Frobenius…
A well-defined distance on the parameter space is key to evaluating estimators, ensuring consistency, and building confidence sets. While there are typically standard distances to adopt in a continuous space, this is not the case for…