Search Results

Kernel estimators of the ROC curve are better than empirical,
Chris J. Lloyd and Zhou Yong, in Statistics & Probability Letters (1999)
Keywords: Relative deficiency Empirical estimator Kernel estimator ROC curve

New kernel estimators of the hazard ratio and their asymptotic properties,
Taku Moriyama and Yoshihiko Maesono, in Annals of the Institute of Statistical Mathematics (2020)
Keywords: Kernel estimator, Hazard ratio, Nonparametric estimator, Mean squared error

Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators,
Yulia Kotlyarova, Marcia M. A. Schafgans and Victoria Zinde-Walsh, from Emerald Group Publishing Limited (2016)
Keywords: Nonparametric estimation, kernel-based estimator, combined estimator, C14

Kernel regression estimators for signal recovery,
M. Pawlak and U. Stadtmüller, in Statistics & Probability Letters (1997)
Keywords: Signal theory Nonparametric regression Band-limited signals Kernel estimators Cardinal expansions Rate of convergence

A kernel-type estimator for generalized quantiles,
Noël Veraverbeke, in Statistics & Probability Letters (1987)
Keywords: asymptotic normality generalized quantiles kernel estimator generalized quantile-density function U-statistics

Asymptotics for the linear kernel quantile estimator,
Xuejun Wang, Yi Wu, Wei Yu, Wenzhi Yang and Shuhe Hu, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2019)
Keywords: Bahadur representation, Linear kernel quantile estimator, Value-at-risk, Strong consistency, Asymptotic normality

Kernel estimators of extreme level curves,
Abdelaati Daouia, Laurent Gardes, Stéphane Girard and Alexandre Lekina, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2011)
Keywords: Conditional quantiles, Heavy-tail distributions, Kernel estimator, Extreme-values, 62G32, 62G30, 62E20,

Maxiset in sup-norm for kernel estimators,
Karine Bertin and Vincent Rivoirard, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2009)
Keywords: Besov spaces, Kernel estimator, Lepski procedure, Maxiset, Sup-norm, 62G05, 62G20,

On kernel estimators of density for reversible Markov chains,
Martial Longla, Magda Peligrad and Hailin Sang, in Statistics & Probability Letters (2015)
Keywords: Central limit theorem; Density estimation; Kernel estimators; Reversible Markov chains;

Arbitrariness of the pilot estimator in adaptive kernel methods,
Ian S. Abramson, in Journal of Multivariate Analysis (1982)
Keywords: Kernel estimator adaptation 2-pass algorithm error process tightness in C equicontinuity

Value at risk estimation by quantile regression and kernel estimator,
Alex Huang, in Review of Quantitative Finance and Accounting (2013)
Keywords: Value at risk, Quantile regression, Kernel estimator, C10, C53, G10, G17,

Application of Kernel Estimators to Estimation Efficiency of Active Labor Market Programs,
Dominik Sliwicki, in Acta Universitatis Nicolai Copernici, Ekonomia (2014)
Keywords: net effectiveness of labor market programs, kernel estimator

Exact asymptotic -error of a kernel density estimator under censored data,
Mohamed Lemdani and Elias Ould-Saïd, in Statistics & Probability Letters (2002)
Keywords: Kernel estimator Censored data -error Strong approximation

Asymptotic normality of some kernel-type estimators of probability density,
Richard C. Bradley, in Statistics & Probability Letters (1983)
Keywords: Kernel-type estimator asymptotic normality maximal correlation

Universal weighted kernel-type estimators for some class of regression models,
Igor S. Borisov, Yuliana Yu. Linke and Pavel S. Ruzankin, in Metrika: International Journal for Theoretical and Applied Statistics (2021)
Keywords: Nonparametric regression, Uniform consistency, Kernel-type estimator

A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators,
Xiaojing Xiang, in Annals of the Institute of Statistical Mathematics (1995)
Keywords: Berry-Esseen bound, kernel quantile estimator, sample quantile estimator, deficiency,

A note on the universal consistency of the kernel distribution function estimator,
José E. Chacón and Alberto Rodríguez-Casal, in Statistics & Probability Letters (2010)
Keywords: Data-dependent bandwidth Distribution function Kernel estimator Minimal smoothness assumptions Uniform in bandwidth consistency

Some extensions of the asymptotics of a kernel estimator of a distribution function,
Yongzhao Shao and Xiaojing Xiang, in Statistics & Probability Letters (1997)
Keywords: Kernel estimator Asymptotic optimal bandwidth Quantiles Empirical distribution function Mean squared error

Asymptotic Normality of Kernel Density Estimators under Dependence,
Zudi Lu, in Annals of the Institute of Statistical Mathematics (2001)
Keywords: Asymptotic normality, α-mixing, linear process, kernel density estimators, stable stationary process, time series,

Tuning selection for two-scale kernel density estimators,
Xinyang Yu, Cheng Wang, Zhongqing Yang and Binyan Jiang, in Computational Statistics (2022)
Keywords: Bias reduction, Kernel density estimation, Point-wise estimator, Tuning parameter selection

Stationary bootstrap for kernel density estimators under ψ-weak dependence,
Eunju Hwang and Dong Wan Shin, in Computational Statistics & Data Analysis (2012)
Keywords: Stationary bootstrap; Weak dependence; Kernel estimator; Density; Derivative;

On the asymptotic normality of multistage integrated density derivatives kernel estimators,
Carlos Tenreiro, in Statistics & Probability Letters (2003)
Keywords: Kernel estimator Multistage estimation Asymptotic normality Bandwidth selection

A note on the integrated squared error of a kernel density estimator in non-smooth cases,
Bert van Es, in Statistics & Probability Letters (1997)
Keywords: Density estimation Kernel estimators Integrated squared error Central limit theorem

On the asymptotic mean integrated squared error of a kernel density estimator for dependent data,
Jan Mielniczuk, in Statistics & Probability Letters (1997)
Keywords: Kernel estimator Long-range dependence Mean integrated square error

Strong uniform consistency of kernel probability density estimators based on sample moments,
B. Abdous, in Statistics & Probability Letters (1989)
Keywords: kernel estimator sample moments strong uniform consistency window width

Boundary kernels for adaptive density estimators on regions with irregular boundaries,
Jonathan C. Marshall and Martin L. Hazelton, in Journal of Multivariate Analysis (2010)
Keywords: Adaptive smoothing Boundary bias Edge effects Kernel estimator Variable bandwidth

Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes,
Armelle Guillou and Florence Merlevède, in Journal of Multivariate Analysis (2001)
Keywords: kernel estimator, continuous processes strong mixing sequences confidence sets

Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement,
Xiaoyu Liu, Xing Yan and Kun Zhang, in European Journal of Operational Research (2024)
Keywords: Simulation; Value-at-risk; Kernel quantile estimator; Bandwidth selection; Budget allocation;

Moderate deviations and law of the iterated logarithm in for kernel density estimators,
Fuqing Gao, in Stochastic Processes and their Applications (2008)
Keywords: Kernel density estimator Moderate deviations Law of the iterated logarithm

Nonparametric recursive method for moment generating function kernel-type estimators,
Salim Bouzebda and Yousri Slaoui, in Statistics & Probability Letters (2022)
Keywords: Moment generating function; Kernel type estimator; Stochastic approximation algorithm;

Asymptotic normality of an adaptive kernel density estimator for finite mixture models,
R.J. Karunamuni, T.N. Sriram and JunJie Wu, in Statistics & Probability Letters (2006)
Keywords: Adaptive kernel density estimator Minimum Hellinger distance estimation Asymptotic normality

New multivariate kernel density estimator for uncertain data classification,
Byunghoon Kim, Young-Seon Jeong and Myong K. Jeong, in Annals of Operations Research (2021)
Keywords: Uncertain classification, Kernel density estimator, Bayesian classifier, Semiconductor DRAM

Kernel estimators of mode under $$\psi $$ ψ -weak dependence,
Eunju Hwang and Dong Shin, in Annals of the Institute of Statistical Mathematics (2016)
Keywords: Weak dependence, Kernel estimator, Mode, Consistency, Asymptotic normality, Bandwidth, Asymmetry,

Higher-Order Asymptotic Properties of Kernel Density Estimator with Plug-In Bandwidth,
Shunsuke Imai and Yoshihiko Nishiyama, from Kyoto University, Institute of Economic Research (2022)
Keywords: nonparametric statistics, kernel density estimator, plug-in bandwidth, Edgeworth expansion

The Law of the Iterated Logarithm for L p -Norms of Kernel Estimators of Cumulative Distribution Functions,
Fuxia Cheng, in Mathematics (2024)
Keywords: Lp-norm; LIL; kernel estimator; empirical CDF

Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions,
Lazhar Benkhelifa, in Insurance: Mathematics and Economics (2014)
Keywords: Proportional hazard premium; Reinsurance treaty; Bias reduction; Kernel estimator; Hill estimator; Extreme quantile; Heavy tails;

Averaging estimators for kernel regressions,
Chu-An Liu, in Economics Letters (2018)
Keywords: Cross-validation; Local constant estimator; Local linear estimator; Model averaging;

Kernel Estimation when Density Does Not Exist,
Victoria Zinde-Walsh, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (2005)
Keywords: kernel estimator, generalized functions

Universal Local Linear Kernel Estimators in Nonparametric Regression,
Yuliana Linke, Igor Borisov, Pavel Ruzankin, Vladimir Kutsenko, Elena Yarovaya and Svetlana Shalnova, in Mathematics (2022)
Keywords: nonparametric regression; kernel estimator; local linear estimator; uniform consistency; fixed design; random design; dependent design elements; mean of dense functional data; epidemiological research

Monotonicity preservation properties of kernel regression estimators,
Iosif Pinelis, in Statistics & Probability Letters (2021)
Keywords: Kernel regression estimators; Curve fitting; Monotonicity preservation property; Cumulative distribution functions; Quantile functions; Intensity functions of point processes;

Reweighted Nadaraya-Watson estimator of scalar diffusion models by using asymmetric kernels,
Muhammad Hanif, in Far East Journal of Psychology and Business (2011)
Keywords: Beta kernel; Gamma kernel; Harris recurrence; Local time; Nonparametric estimation; Reweighted Nadaraya-Watson estimator; Stochastic differential equation

Linearity kernel test,
Dominik Sliwicki, in Acta Universitatis Nicolai Copernici, Ekonomia (2012)
Keywords: kernel estimator, linearity testing, simulation.

Kernel adjusted density estimation,
Ramidha Srihera and Winfried Stute, in Statistics & Probability Letters (2011)
Keywords: Kernel density estimator Adaptive choice

Asymptotic Normality of Kernel Type Density Estimators for Random Fields,
István Fazekas and Alexey Chuprunov, in Statistical Inference for Stochastic Processes (2006)
Keywords: asymptotic normality of estimators, central limit theorem, density estimator, increasing domain asymptotics, infill asymptotics, kernel, random field, α-mixing, 60F05, 62M30,

Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution,
Abdelaziz Rassoul, in Insurance: Mathematics and Economics (2013)
Keywords: Risk measure; CTE; Heavy tails; Kernel; Hill estimator; Extreme quantile; Reduced bias;

A note of kernel smoothing of an estimator of a periodic function in the multiplicative intensity model,
Jacek Leskow, in Statistics & Probability Letters (1989)
Keywords: kernel method sieve-based maximum likelihood estimator periodic function mixing property

Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles,
Hui Jiang and Shaochen Wang, in Statistics & Probability Letters (2017)
Keywords: Kernel density estimator; Gaussian unitary ensembles; Deviation inequality; L1 error bound;

Normal Approximation Rate of the Kernel Smoothing Estimator in a Partial Linear Model,
Sheng-Yan Hong and Ping Cheng, in Journal of Multivariate Analysis (1999)
Keywords: partial linear model kernel smoothing estimator bandwidth choice normal approximation Berry-Esseen rate

Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time,
Denis Bosq, Florence Merlevède and Magda Peligrad, in Journal of Multivariate Analysis (1999)
Keywords: central limit theorem strongly mixing sequence triangular array Kernel estimator continuous and discrete time processes

Asymptotic bounds for the expected L1 error of a multivariate kernel density estimator,
Lasse Holmström and Jussi Klemelä, in Journal of Multivariate Analysis (1992)
Keywords: nonparametric density estimation multivariate kernel estimator L1 error discrimination numerical simulations

A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces,
Yang Zhou, Di-Rong Chen and Wei Huang, in Journal of Multivariate Analysis (2019)
Keywords: Covariance operator; Minimax lower bound; Rate of convergence; Reproducing kernel Hilbert space; Shrinkage estimator;

Rates of convergence of an adaptive kernel density estimator for finite mixture models,
R.J. Karunamuni, T.N. Sriram and JunJie Wu, in Statistics & Probability Letters (2006)
Keywords: Minimum Hellinger distance estimation Adaptive kernel density estimator Mean squared error

Optimal rates of convergence in the Weibull model based on kernel-type estimators,
Cécile Mercadier and Philippe Soulier, in Statistics & Probability Letters (2012)
Keywords: Weibull tail index; Rates of convergence; Kernel-type estimators; Optimal sample fraction; Sequential procedure;

Generalized kernel regularized least squares estimator with parametric error covariance,
Justin Dang and Aman Ullah, in Empirical Economics (2023)
Keywords: Nonparametric estimator, Semiparametric models, Machine learning, Kernel regularized least squares, Covariance, Heteroskedasticity, Serial correlation

Estimator Selection: a New Method with Applications to Kernel Density Estimation,
Claire Lacour, Pascal Massart and Vincent Rivoirard, in Sankhya A: The Indian Journal of Statistics (2017)
Keywords: Concentration inequalities, Kernel density estimation, Penalization methods, Estimator selection, Oracle inequality

Infill Asymptotics and Bandwidth Selection for Kernel Estimators of Spatial Intensity Functions,
M. N. M. Lieshout, in Methodology and Computing in Applied Probability (2020)
Keywords: Bandwidth, Infill asymptotics, Intensity function, Kernel estimator, Mean squared error, Point process

Integrated squared error of kernel-type estimator of distribution function,
Shingo Shirahata and In-Sun Chu, in Annals of the Institute of Statistical Mathematics (1992)
Keywords: Nonparametric distribution function estimator, kernel function, mean integrated squared error, integrated squared error,

Dimension reduction for kernel-assisted M-estimators with missing response at random,
Lei Wang, in Annals of the Institute of Statistical Mathematics (2019)
Keywords: Consistency and asymptotic normality, Dimension reduction, Kernel-assisted, M-estimators, Missing at random

Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance,
Justin Dang and Aman Ullah, from University of California at Riverside, Department of Economics (2023)
Keywords: Nonparametric estimator; Semiparametric models; Machine Learning; Kernel Regularized Least Squares; Covariance; Heteroskedasticity; Serial Correlation

On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel,
Stylianos Georgiadis and Nikolaos Limnios, from Springer (2012)
Keywords: Discrete-time semi-Markov kernel, Empirical estimator, Weak convergence, Invariance principle, Semimartingales

A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise,
Yang Zu, in Econometrics (2015)
Keywords: kernel deconvolution estimator; asymptotic normality; volatility density estimation

On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth,
Carlos Tenreiro, in Statistics & Probability Letters (2001)
Keywords: Kernel estimators Integrated square error Asymptotic distribution U-statistics

Kernel estimators for Mar c ˘ enko–Pastur law of quaternion sample covariance matrices,
Lifang Yang and Jiang Hu, in Statistics & Probability Letters (2017)
Keywords: Kernel estimator; Quaternion sample covariance matrix; Marc˘enko–Pastur law;

Glivenko–Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model,
Fuxia Cheng, in Statistics & Probability Letters (2018)
Keywords: Kernel estimator; Glivenko–Cantelli Theorem; CDF. Residuals; Autoregressive models;

The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model,
Fuxia Cheng, in Statistics & Probability Letters (2024)
Keywords: Kernel estimator; L1-norm; LIL; Residuals; Autoregressive models;

Consistency of the local kernel density estimator,
Geof H. Givens, in Statistics & Probability Letters (1995)
Keywords: Kernel density estimate Nonparametric Consistency

Rates of strong uniform consistency for local least squares kernel regression estimators,
David Blondin, in Statistics & Probability Letters (2007)
Keywords: Nonparametric regression Derivative estimation Kernel estimation Local linear least squares kernel estimator Local polynomial fitting Strong uniform consistency Rate of convergence Uniform limit law of the logarithm

AKDENSITY: Stata module to perform adaptive kernel density estimation,
Philippe Van Kerm, from Boston College Department of Economics (2010)
Keywords: kernel estimator, density, adaptive kernel density

Robust nonparametric kernel regression estimator,
Ge Zhao and Yanyuan Ma, in Statistics & Probability Letters (2016)
Keywords: Kernel; Nonparametric regression; Outliers; Robust; Smoothing;

On general bootstrap of empirical estimator of a semi-Markov kernel with applications,
Salim Bouzebda and Nikolaos Limnios, in Journal of Multivariate Analysis (2013)
Keywords: Semi-Markov processes; Semi-Markov kernel; Empirical estimator; Invariance principle; Bootstrap; Exchangeable bootstrap; Confidence intervals; Change point problem;

Variable Bandwidth Kernel Hazard Estimators,
Jens Perch Nielsen, from University of Aarhus, Aarhus School of Business, Department of Business Studies (2000)
Keywords: Counting Process Theory; Kernel estimation; Bias reduction; Variable Bandwidth; Predictability

A semiparametric density estimator based on elliptical distributions,
Eckhard Liebscher, in Journal of Multivariate Analysis (2005)
Keywords: Elliptical distributions Kernel density estimator

Simple kernel estimators for certain nonparametric deconvolution problems,
A. J. van Es and A. R. Kok, in Statistics & Probability Letters (1998)
Keywords: Deconvolution Kernel estimation

Consistency of the kernel density estimator - a survey,
Dominik Wied and Rafael Weißbach, in EconStor Open Access Articles and Book Chapters (2010)
Keywords: Kernel estimation, Pointwise consistency, Strong uniform consistency, Empirical process, Rate of convergence, Variable bandwidth

Consistency of the kernel density estimator: a survey,
Dominik Wied and Rafael Weißbach, in Statistical Papers (2012)
Keywords: Kernel estimation, Pointwise consistency, Strong uniform consistency, Empirical process, Rate of convergence, Variable bandwidth, 60-02, 62-02,

Kernel-type density and failure rate estimation for associated sequences,
Isha Bagai and B. Prakasa Rao, in Annals of the Institute of Statistical Mathematics (1995)
Keywords: Density estimator, failure-rate estimator, kernel estimators, associated sequences,

SPKDE: Stata module to perform kernel estimation of density and intensity functions for two-dimensional spatial point patterns,
Maurizio Pisati, from Boston College Department of Economics (2009)
Keywords: maps, kernel estimators, spatial data

Hellinger distance and Kullback--Leibler loss for the kernel density estimator,
Yuichiro Kanazawa, in Statistics & Probability Letters (1993)
Keywords: ams 1980 Subject Classification Primary 62G05 Secondary 62E20 Akaike's information criterion Hellinger distance histogram kernel density estimator Kullback--Leibler loss likelihood cross-validation

The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data,
Mustapha Mohammedi, Salim Bouzebda and Ali Laksaci, in Journal of Multivariate Analysis (2021)
Keywords: Nonparametric estimation; Kernel type function estimator; Risk measure; Asymmetric least squares regression; Expectiles; Functional data; Almost consistency; Asymptotic normality; Probability convergence; Strong mixing process;

Large deviations of kernel density estimator in L1(Rd) for uniformly ergodic Markov processes,
Liangzhen Lei and Liming Wu, in Stochastic Processes and their Applications (2005)
Keywords: Large deviations Kernel density estimator Donsker-Varadhan entropy Uniformly ergodic Markov process Bahadur efficiency

A strong uniform convergence rate of kernel conditional quantile estimator under random censorship,
Ould-SaI¨d, Elias, in Statistics & Probability Letters (2006)
Keywords: Censored data Conditional distribution function Conditional quantile Convergence rate Kernel estimator

Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes,
Naâmane Laïb and Djamal Louani, in Statistics & Probability Letters (2019)
Keywords: Asymptotic normality; Confidence bands; Continuous time; Dependent data; Kernel estimator; Sampling;

K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting,
Yao Zhang and Jianxue Wang, in International Journal of Forecasting (2016)
Keywords: Wind power; Probabilistic forecasting; Point forecasting; k-nearest neighbors; Kernel density estimator; Coordinate descent algorithm;

Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence,
Yong Zhou and Hua Liang, in Journal of Multivariate Analysis (2000)
Keywords: [alpha]-mixing dependence, L1-norm kernel estimator, conditional median, asymptotic normality

On kernel estimation of a multivariate distribution function,
Zhezhen Jin and Yongzhao Shao, in Statistics & Probability Letters (1999)
Keywords: Kernel estimator Optimal bandwidth Mean squared error

Adapting Kernel Estimation to Uncertain Smoothness,
Yulia Kotlyarova, Marcia Schafgans and Victoria Zinde-Walsh, from Dalhousie University, Department of Economics (2011)
Keywords: Nonparametric estimation; kernel based estimator; combined estimator; variance bootstrap

Probability Density Function Estimation Using Gamma Kernels,
Song Chen, in Annals of the Institute of Statistical Mathematics (2000)
Keywords: Boundary bias, gamma kernels, local linear estimators, variable kernels,

On the asymptotic variance of the continuous-time kernel density estimator,
Martin Sköld and Ola Hössjer, in Statistics & Probability Letters (1999)
Keywords: Density estimation Kernel estimation Stationary processes

Constraining kernel estimators in semiparametric copula mixture models,
Gildas Mazo and Yaroslav Averyanov, in Computational Statistics & Data Analysis (2019)
Keywords: Copula; Kernel; Semiparametric; Nonparametric; Mixture model; Clustering;

Asymptotic properties of Dirichlet kernel density estimators,
Frédéric Ouimet and Raimon Tolosana-Delgado, in Journal of Multivariate Analysis (2022)
Keywords: Dirichlet kernel; Beta kernel; Asymmetric kernel; Density estimation; Simplex; Boundary bias; Variance; Mean squared error; Mean integrated absolute error; Asymptotic normality; Strong consistency; Multivariate associated kernel;