搜索结果: 1-8 共查到“理论统计学 adaptive estimation”相关记录8条 . 查询时间(0.17 秒)
Adaptive estimation in nonparametric regression with one-sided errors
adaptive convergence rates non-regular regression frontier estimation bandwidth selection Lepski's method minimax optimality Pickands estimator
2013/6/14
We consider the model of non-regular nonparametric regression where smoothness constraints are imposed on the regression function and the regression errors are assumed to decay with some sharpness lev...
Adaptive estimation for Hawkes processes：application to genome analysis
Hawkes’ process model selection oracle inequalities data-driven penalty minimaxrisk adaptive estimation
2010/3/18
The aim of this paper is to provide a new method for the detection
of either favored or avoided distances between genomic events
along DNA sequences. These events are modeled by a Hawkes’ process.
...
The linearity condition and adaptive estimation in single-index regressions
linearity condition adaptive estimation single-index regressions
2010/3/9
We show that under a linearity condition on the distribution of the predictors,
the coefficient vector in a single-index regression can be estimated with
the same efficiency as in the case when the ...
Adaptive estimation of hazard functions
Adaptive estimation sieved maximum likelihood neural nets structural risk minimization
2009/9/21
In this paper we obtain convergence rates for sieved
maximum-likelihood &timators of the log-hazard function in a censoring
model. We also establish convergence results for an adaptive
version of t...
On adaptive estimation based on ranks in ARMA processes
Local asymptotic normality (LAN) asymptotic linearity locally asymptotically minimax (LAM)
2009/9/21
This paper describe6 the adaptive estimation problem
based on ranks for the parameter of an ARMA process. Tbe local
asymptotic normality property with a ranked based central sequence
allows for the...
Adaptive estimation of linear functionals in the convolution model and applications
adaptive density estimation ARCH models deconvolution linear functionals model selection penalized contrast
2010/3/18
We consider the model Zi = Xi + εi, for i.i.d. Xi’s and εi’s and independent sequences (Xi)i2Nand (εi)i2N. The density f" of ε1 is assumed to be known, whereas the one of X1, denoted by
g, is unknown...
Locally adaptive estimation of evolutionary wavelet spectra
Local stationarity nonstationary time series wavelet spectrum autocorrelation wavelet change-point
2010/4/30
We introduce a wavelet-based model of local stationarity. This
model enlarges the class of locally stationary wavelet processes and
contains processes whose spectral density function may change very...
Optimal adaptive estimation of a quadratic functional
Adaptation block thresholding quadratic functionals wavelets white noise model
2010/4/26
Adaptive estimation of a quadratic functional over both Besov
and Lp balls is considered. A collection of nonquadratic estimators
are developed which have useful bias and variance properties over
i...