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  • Search: subject:"Mean integrated squared error"
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Year of publication
Subject
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Mean integrated squared error 5 mean integrated squared error 5 Mean Integrated Squared Error 2 Asymptotic Minimaxity 1 Asymptotic properties 1 Bandwidth selection 1 Bernstein polynomials 1 Bootstrap 1 Contaminated observations 1 Core 1 Deconvolution 1 Deficiency 1 Density estimation 1 Distribution function estimation 1 Efficiency 1 Empirical coverage 1 Estimation 1 Estimation theory 1 Event-time hazard 1 Fejér-Type Kernel 1 Fourier Analysis 1 Fourier analysis 1 Gamma kernel 1 Gaussian process 1 Kaplan Meier 1 Kernel density estimation 1 Kernel distribution estimation 1 Kernel smoothing 1 Kernel-Type Density Estimator 1 L1-consistency 1 Loewner ordering 1 Mean Squared Error 1 Mean squared error 1 Minimax rates 1 Missing at random 1 Nichtparametrisches Verfahren 1 Nonparametric distribution function estimator 1 Nonparametric statistics 1 Optimal bandwidth 1 Primary 62G07 1
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Online availability
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Undetermined 10 Free 1
Type of publication
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Article 11 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 10 English 2
Author
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Bouezmarni, Taoufik 1 Cao, Ricardo 1 Chacón, José E. 1 Chu, In-Sun 1 Cline, Daren 1 Conversano, Claudio 1 Hesse, Christian 1 Kosta, Olga 1 Leblanc, Alexandre 1 López-de-Ullibarri, Ignacio 1 Mnatsakanov, Robert 1 Mondal, Shoubhik 1 Monfort, Pablo 1 Rombouts, Jeroen V.K. 1 Sarkisian, Khachatur 1 Shirahata, Shingo 1 Stepanova, Natalia 1 Subramanian, Sundarraman 1 Tenreiro, Carlos 1 Vistocco, Domenico 1 Wang, Suojin 1
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Institution
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Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 1
Published in...
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Annals of the Institute of Statistical Mathematics 4 Statistics & Probability Letters 2 Cahiers de recherche 1 Journal of Applied Statistics 1 Journal of Multivariate Analysis 1 Journal of mathematical finance 1 Metrika 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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Source
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RePEc 11 ECONIS (ZBW) 1
Showing 1 - 10 of 12
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Efficient density estimation and value at risk using Fejér-type kernel functions
Kosta, Olga; Stepanova, Natalia - In: Journal of mathematical finance 5 (2015) 5, pp. 480-504
Persistent link: https://www.econbiz.de/10011440699
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Fourier methods for smooth distribution function estimation
Chacón, José E.; Monfort, Pablo; Tenreiro, Carlos - In: Statistics & Probability Letters 84 (2014) C, pp. 223-230
The limit behavior of the optimal bandwidth sequence for the kernel distribution function estimator is analyzed, in its greatest generality, by using Fourier transform methods. We show a class of distributions for which the kernel estimator achieves a first-order improvement in efficiency over...
Persistent link: https://www.econbiz.de/10011039941
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Model assisted Cox regression
Mondal, Shoubhik; Subramanian, Sundarraman - In: Journal of Multivariate Analysis 123 (2014) C, pp. 281-303
Semiparametric random censorship (SRC) models (Dikta, 1998) [7], derive their rationale from their ability to utilize parametric ideas within the random censorship environment. An extension of this approach is developed for Cox regression, producing new estimators of the regression parameter and...
Persistent link: https://www.econbiz.de/10010718982
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Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels
Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Institut d'Économie Appliquée, HEC Montréal (École … - 2006
In this paper we consider the nonparametric estimation for a density and hazard rate function for right censored ?-mixing survival time data using kernel smoothing techniques. Since survival times are positive with potentially a high concentration at zero, one has to take into account the bias...
Persistent link: https://www.econbiz.de/10005651469
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Varying kernel density estimation on R+
Mnatsakanov, Robert; Sarkisian, Khachatur - In: Statistics & Probability Letters 82 (2012) 7, pp. 1337-1345
, Mean Integrated Squared Error, and the L1-consistency are investigated. Simulation studies are conducted to compare a new …
Persistent link: https://www.econbiz.de/10011039877
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On estimating distribution functions using Bernstein polynomials
Leblanc, Alexandre - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 919-943
It is a known fact that some estimators of smooth distribution functions can outperform the empirical distribution function in terms of asymptotic (integrated) mean-squared error. In this paper, we show that this is also true of Bernstein polynomial estimators of distribution functions...
Persistent link: https://www.econbiz.de/10010593443
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Analysis of mutual funds' management styles: a modeling, ranking and visualizing approach
Conversano, Claudio; Vistocco, Domenico - In: Journal of Applied Statistics 37 (2010) 11, pp. 1825-1845
absolute error and the mean integrated squared error are computed to derive both a global ranking of mutual fund management …
Persistent link: https://www.econbiz.de/10008674958
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Product-type and presmoothed hazard rate estimators with censored data
Cao, Ricardo; López-de-Ullibarri, Ignacio - In: TEST: An Official Journal of the Spanish Society of … 16 (2007) 2, pp. 355-382
Persistent link: https://www.econbiz.de/10005613355
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Iterative Density Estimation from Contaminated Observations
Hesse, Christian - In: Metrika 64 (2006) 2, pp. 151-165
Persistent link: https://www.econbiz.de/10005598719
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Optimizing the smoothed bootstrap
Wang, Suojin - In: Annals of the Institute of Statistical Mathematics 47 (1995) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10005616105
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