A note on optimal nonparametric function estimation
نویسندگان
چکیده
منابع مشابه
A note on penalized minimum distance estimation in nonparametric regression
The authors introduce a penalized minimum distance regression estimator. They show the estimator to balance, among a sequence of nested models of increasing complexity, the L1–approximation error of each model class and a penalty term which reflects the richness of each model and serves as a upper bound for the estimation error. Une note concernant l’estimation par distance minimale pénalisée e...
متن کاملA note on nonparametric estimation of bivariate tail dependence
Nonparametric estimation of tail dependence can be based on a standardization of the marginals if their cumulative distribution functions are known. In this paper it is shown to be asymptotically more efficient if the additional knowledge of the marginals is ignored and estimators are based on ranks. The discrepancy between the two estimators is shown to be substantial for the popular Clayton m...
متن کاملA MODIFICATION ON RIDGE ESTIMATION FOR FUZZY NONPARAMETRIC REGRESSION
This paper deals with ridge estimation of fuzzy nonparametric regression models using triangular fuzzy numbers. This estimation method is obtained by implementing ridge regression learning algorithm in the La- grangian dual space. The distance measure for fuzzy numbers that suggested by Diamond is used and the local linear smoothing technique with the cross- validation procedure for selecting t...
متن کاملOptimal Nonparametric Estimation for Semimartingales
This paper extends a result of Godambe on parametric estimation for discrete time stochastic processes to nonparametric estimation for the continuous time case. Following Hasminskii and Ibragimov (1980), the nonparametric problem is formulated as a parametric one but with infinite dimensional parameter. Let { P } be a family of probability measures such that (D,F,P) is complete , (Ft,t~O) is a ...
متن کاملA nonparametric method for penetrance function estimation.
In diseases caused by a deleterious gene mutation, knowledge of age-specific cumulative risks is necessary for medical management of mutation carriers. When pedigrees are ascertained through at least one affected individual, ascertainment bias can be corrected by using a parametric method such as the Proband's phenotype Exclusion Likelihood, or PEL, that uses a survival analysis approach based ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1987
ISSN: 0022-247X
DOI: 10.1016/0022-247x(87)90330-1