Skewing-methods for Two-parameter Locally-parametric Density Estimation
نویسندگان
چکیده
منابع مشابه
Parameter Estimation of Some Archimedean Copulas Based on Minimum Cramér-von-Mises Distance
The purpose of this paper is to introduce a new estimation method for estimating the Archimedean copula dependence parameter in the non-parametric setting. The estimation of the dependence parameter has been selected as the value that minimizes the Cramér-von-Mises distance which measures the distance between Empirical Bernstein Kendall distribution function and true Kendall distribution functi...
متن کاملNonparametric estimation and symmetry tests for conditional density functions
We suggest two improved methods for conditional density estimation. The first is based on locally fitting a log-linear model, and is in the spirit of recent work on locally parametric techniques in density estimation. The second method is a constrained local polynomial estimator. Both methods always produce non-negative estimators. We propose an algorithm suitable for selecting the two bandwidt...
متن کاملNonparameteric Estimation and Symmetry Tests for Conditional Density Functions
We suggest two new methods for conditional density estimation. The first is based on locally fitting a log-linear model, and is in the spirit of recent work on locally parametric techniques in density estimation. The second method is a constrained local polynomial estimator. Both methods always produce non-negative estimators. We propose an algorithm suitable for selecting the two bandwidths fo...
متن کاملTwo-step Smoothing Estimation of the Time-variant Parameter with Application to Temperature Data
‎In this article‎, ‎we develop two nonparametric smoothing estimators for parameter of a time-variant parametric model‎. ‎This parameter can be from any parametric family or from any parametric or semi-parametric regression model‎. ‎Estimation is based on a two-step procedure‎, ‎in which we first get the raw estimate of the parameter at a set of disjoint time...
متن کاملتخمین احتمال بزرگی زمین‌لغزش‌های رخ‌داده در حوزه آبخیز پیوه‌ژن (استان خراسان رضوی)
Knowing the number, area, and frequency of landslides occurred in each area has a prominent role in the long-term evolution of area dominated by landslides and can be used for analyzing of susceptibility, hazard, and risk. In this regard, the current research is trying to consider identified landslides size probability in the Pivejan Watershed, Razavi Khorasan Province. In the first step, lands...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2007