Maxitive kernelImprecise expectationThis article proposes an interval-valued extension of kernel density estimation. We show that the imprecision of this interval-valued estimation is highly correlated with the variance of the density estimation induced by the statistical variations of the set of ...
Gürler and Prewitt (1997, submitted for publication) consider the estimation of the bivariate density function via nonparametric kernel methods and establish an i.i.d. representation of their estimators. Asymptotic variance of the i.i.d. part of their representation is developed in this paper. ...
Variance estimation after imputation is an important practical problem in statistics. In this paper, we consider variance estimation of the imputed mean estimator under the kernel ridge regression imputation. We consider a linearization approach which employs the covariate balancing idea to estimate the ...
二、Low-dimensional density ratio estimation for covariate shift correction 这篇文章指出协变量的维度过高也会对导致学到的权重的方差过大,因此这篇文章从降维的角度减小权重的方差,同时在降维的过程中考虑了协变量X和目标变量Y之间的相关性。因此这篇文章将第一阶段,即权重学习阶段又细分成两个步骤: 第一个步骤...
Select MCMC from the Estimation menu. Click on the Start button. Click the + button on the tool bar to expand the model definition. P9-4 Here we see that these traces do not all look healthy and the trace for β 0 looks quite autocorrelated i.e. each value of the trace is ...
Kernel density estimation with spherical data Cross-validationKernel density estimationLossSpherical dataVarianceWe study two natural classes of kernel density estimators for use with spherical data. Members... P Hall,G. S. Watson and Javier Cabrera - 《Biometrika》 被引量: 326发表: 1987年 Variance...
Spectral estimation of continuous-time stationary processes from random sampling Let X = { X ( t ), ∞ < t < ∞} be a continuous-time stationary process with spectral density function φ X ( λ ) and { τ k } be a stationary point pr... KS Lii,E Masry - 《Stochastic Processes ...
We estimate the density of zj by a kernel density estimation method (the density function of stats package in R). The peaks in the density of zj are identified as regions of high local density and significant curvature (also called landmarks in [32]). We identify high-density regions in...
In case no such finite-parameter model is specified, robust ‘semiparametric’ estimation can be based on Eq. (1.1). On the basis of observations X1,…,XN, Taqqu et al. (1995) and Teverovsky and Taqqu (1997) have proposed the variance type estimate(1.2)θ̂m=−logSm2logm,whereSm2...
The greater the variance, σ2, of the random error ε, the larger will be the errors in the estimation of model parameters β0 and β1. We can use already-calculated quantities to estimate this variability of errors. It can be shown that (see Exercise 8.2.1(b)) that ESSE=n−2σ2...