Resultats globals: 4 registres trobats en 0.02 segons.
Articles, 3 registres trobats
Documents de recerca, 1 registres trobats
Articles 3 registres trobats  
1.
24 p, 409.1 KB Smoothed landmark estimators of the transition probabilities / Meira-Machado, Luís (University of Minho (Guimaraes, Portugal). Centre of Mathematics and Department of Mathematics and Applications)
One important goal in clinical applications of multi-state models is the estimation of transition probabilities. Recently, landmark estimators were proposed to estimate these quantities, and their superiority with respect to the competing estimators has been proved in situations in which the Markov condition is violated. [...]
2016
SORT : statistics and operations research transactions, Vol. 40 Núm. 2 (July-December 2016) , p. 375-398 (Articles)  
2.
20 p, 774.1 KB Locally adaptive density estimation on Riemannian manifolds / Henry, Guillermo (Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales) ; Muñoz, Andrés (Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales) ; Rodriguez, Daniela (Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales)
In this paper, we consider kernel type estimator with variable bandwidth when the random variables belong in a Riemannian manifolds. We study asymptotic properties such as the consistency and the asymptotic distribution. [...]
2013
SORT : statistics and operations research transactions, Vol. 37, Núm. 2 (July-December 2013) , p. 111-130  
3.
18 p, 119.6 KB Asymptotic normality of the integrated square error of a density estimator in the convolution model / Butucea, Cristina (Université de Paris)
In this paper we consider a kernel estimator of a density in a convolution model and give a central limit theorem for its integrated square error (ISE). The kernel estimator is rather classical in minimax theory when the underlying density is recovered from noisy observations. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 9-26  

Documents de recerca 1 registres trobats  
1.
40 p, 347.8 KB Nonparametric estimation of Value-at-Risk / Alemany Leira, Ramon (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
A method to estimate an extreme quantile that requires no distributional assumptions is presented. The approach is based on transformed kernel estimation of the cumulative distribution function (cdf). [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2012 (XREAP ; 2012-19)  

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