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Test for Bandedness of High-Dimensional Covariance Matrices and Bandwidth Estimation
Banded covariance matrix Bandwidth estimation High data dimension Large p small n Nonparametric
2016/1/25
Motivated by the latest effort to employ banded matrices to esti-mate a high-dimensional covariance Σ, we propose a test for Σ being banded with possible diverging bandwidth. The test is adaptive to t...
Test for Bandedness of High-Dimensional Covariance Matrices and Bandwidth Estimation
Banded covariance matrix Bandwidth estimation High data dimension Large p small n Nonparametric
2016/1/20
Motivated by the latest effort to employ banded matrices to esti-mate a high-dimensional covariance Σ, we propose a test for Σ being banded with possible diverging bandwidth. The test is adaptive to t...
A comparative study of new cross-validated bandwidth selectors for kernel density estimation
kernel density estimation data-adaptive bandwidth selection indirect cross-validation do-validation.
2012/11/22
Recent contributions to kernel smoothing show that the performance of cross-validated bandwidth selectors improve significantly from indirectness. Indirect crossvalidation first estimates the classica...
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
Banded covariance matrix bandwidth estimation high data dimension largep, small n nonparametric.
2012/9/17
Motivated by the latest effort to employ banded matrices to esti-mate a high-dimensional covariance Σ, we propose a test for Σbeing banded with possible diverging bandwidth. The test is adaptive to th...
Asymptotics and optimal bandwidth selection for highest density region estimation
Density contour density level set kernel density estimator
2010/10/14
We study kernel estimation of highest-density regions (HDR). Our main contributions are two-fold. First, we derive a uniform-in-bandwidth asymptotic approximation to a risk that is appropriate for HD...
A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process
Empricial processes Functional limit theorems Strong theorems Density estimation LATEX2ε
2009/9/16
Consider the following local empirical process indexed by $K in mathcal{G}$, for fixed $h>0$ and $z in mathbb{R}^d$: $$G_n(K,h,z):=sum_{i=1}^n K (frac{Z_i-z}{h^{1/d}}) - mathbb{E} (K (frac{Z_i-z}{h^{1...
Bivariate Instantaneous Frequency and Bandwidth
Amplitude and Frequency Modulated Signal Analytic Signal Instantaneous Frequency Instantaneous Bandwidth MultivariateTime Series
2010/3/18
The generalizations of instantaneous frequency and instantaneous bandwidth to a bivariate signal are derived. These are uniquely defined whether the signal is represented as a pair of real-valued sign...
On the role played by the fixed bandwidth in the Bickel-Rosenblatt goodness-of-fit test
goodness-of-fit test kernel density estimator Bahadur efficiency
2009/2/23
For the Bickel-Rosenblatt goodness-of-fit test with fixed bandwidth studied by Fan (1998) we derive its Bahadur exact slopes in a neighbourhood of a simple hypothesis f =f0 and we use them to get a be...
Uniform in bandwidth consistency of conditional U-statistics
conditional U–statistics empirical process kernel estimation Nadaraya–Watson regression function uniform in bandwidth consistency
2010/4/27
In 1991 Stute introduced a class of estimators called conditional U–statistics. They can be seen as a generalization of the Nadaraya-Watson estimator for the regression function, and he proved their s...