Nonparametric Statistics

Symmetrizing k-nn and Mutual k-nn Smoothers (P. A. Cornillon, A. Gribinski, N. Hengartner, T. Kerdreux and E. Matzner-Lober).- Multiplicative Bias Corrected Nonparametric Smoothers (N. Hengartner, E. Matzner-Lober, L. Rouviere and T. Burr).- Nonparametric PU Learning of State Estimation in Markov Switching Model (A. Dobrovidov and V. Vasilyev).- Nonparametric Lower Bounds and Information Functions (S. Y. Novak).- Efficiency of the V-fold Model Selection for Localized Bases (F. Navarro and A. Saumard).- Modification of Moment-based Tail Index Estimator: Sums versus Maxima (N. Markovich and M. Vaiciulis).- Constructing Confidence Sets for the Matrix Completion Problem (A. Carpentier, O. Klopp and M. Loeffler).- PAC-Bayesian Aggregation of Affine Estimators (L. Montuelle and E. Le Pennec).- A Nonparametric Classification Algorithm Based on Optimized Templates (J. Kalina).- Light- and Heavy-tailed Density Estimation by Gamma-Weibull Kernel (L. Markovich).- Adaptive Estimation of Heavy Tail Distributions with Application to Hall Model (D. N. Politis, V. A. Vasiliev, S. E. Vorobeychikov).- Extremal Index for a Class of Heavy-tailed Stochastic Processes in Risk Theory (C. Tillier).- Elemental Estimates, Influence, and Algorithmic Leveraging (K. Knight).- Bootstrapping Nonparametric M-Smoothers with Independent Error Terms (M. Maciak).- Probability Bounds for Active Learning in the Regression Problem (A. K. Fermin and C. Ludena).- Subsampling for Big Data: Some Recent Advances (P. Bertail, O. Jelassi, J. Tressou and M. Zetlaoui).- Extension Sampling Designs for Big Networks: Application to Twitter (A. Rebecq).- Strong Separability in Circulant SSA (J. Bogalo, P. Poncela and E. Senra).- Selection of Window Length in Singular Spectrum Analysis of a Time Series (P. Unnikrishnan and V. Jothiprakash).- Fourier-type Monitoring Procedures for Strict Stationarity (S. Lee, S. G. Meintanis and C. Pretorius).- Wavelet Whittle Estimation in Multivariate Time Series Models: Application to fMRI Data (S. Achard and I. Gannaz).- On Kernel Smoothing with Gaussian Subordinated Spatial Data (S. Ghosh).- Nonparametric and Parametric Methods for Change-Point Detection in Parametric Models (G. Ciuperca).- Variance Estimation Free Tests for Structural Changes in Regression (B. Pestova and M. Pesta).- Index.

Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.

• Software matemático e estatístico
• Probabilidade e Estatística

Nonparametric statistics;Time series;Statistical learning;Kernel methods;Resampling;Big data;Survey sampling;Nonparametric smoother;Heavy-tailed distribution;Dependent data;Machine learning;High-dimensional data;Nonparametric inference