We discuss the classical efficiency criteria in density estimation and propose some variants. The context is a general density estimation scheme that contains the cases of i.i.d. or dependent random variables, in discrete or continuous time. Unbiased estimation, optimality and asymptotic optimality are considered. An example of a density estimator that satisfies some suggested criteria is given...

the performance of many traffic control strategies depends on how much the traffic flow models are accurately calibrated. one of the most applicable traffic flow model in traffic control and management is lwr or metanet model. practically, key parameters in lwr model, including free flow speed and critical density, are parameterized using flow and speed measurements gathered by inductive loop d...

This is a survey of recent developments in smoothing parameter selection for curve estimation. The first goal of this paper is to provide an introduction to the methods available, with discussion at both a practical and also a nontechnical theoretical level, including comparison of methods. The second goal is to provide access to the literature, especially on smoothing parameter selection, but ...

We consider nonparametric estimation of marginal density functions of linear processes by using kernel density estimators. We assume that the innovation processes are i.i.d. and have infinite-variance. We present the asymptotic distributions of the kernel density estimators with the order of bandwidths fixed as h = cn−1/5, where n is the sample size. The asymptotic distributions depend on both ...

We extend the classical spectral estimation problem to the infinitedimensional case and propose a new approach to this problem using the Boundary Control (BC) method. Several applications to inverse problems for partial differential equations are provided.

We consider kernel density estimation when the observations are contaminated by measurement errors. It is well known that the success of kernel estimators depends heavily on the choice of a smoothing parameter called the bandwidth. A number of data-driven bandwidth selectors exist in the literature, but they are all global. Such techniques are appropriate when the density is relatively simple, ...

Let X(t) (t Z) be a discrete stable random field. The problem of estimating the spectral density field based on X(t) is considered. Moments and the asymptotic moments of the spectral sample, the periodogram, based on X(t) are calculated.

In various statistical model, such as density estimation and estimation of regression curves or hazard rates, monotonicity constraints can arise naturally. A frequently encountered problem in nonparametric statistics is to estimate a monotone density function f on a compact interval. A known estimator for density function of f under the restriction that f is decreasing, is Grenander estimator, ...

The problem of estimating the di erence in arrival times of a noisy sinusoid received at two spatially separated sensors is considered. Given the sinusoidal frequency, a simple delay estimator using the phase di erence of the discrete time Fourier transforms (DTFTs) of the received signals is devised. With the use of periodogram, the algorithm is extended to estimate the delay when the frequenc...