Showing 1 - 10 of 174
Persistent link: https://www.econbiz.de/10005532839
Nonparametric estimation of a density from contaminated data is a difficult problem, for which convergence rates are notoriously slow. We introduce parametrically assisted nonparametric estimators which can dramatically improve on the performance of standard nonparametric estimators when the...
Persistent link: https://www.econbiz.de/10010823991
We consider classification of functional data when the training curves are not observed on the same interval. Different types of classifier are suggested, one of which involves a new curve extension procedure. Our approach enables us to exploit the information contained in the endpoints of these...
Persistent link: https://www.econbiz.de/10010824023
type="main" xml:id="rssb12067-abs-0001" <title type="main">Summary</title> <p>Errors-in-variables regression is important in many areas of science and social science, e.g. in economics where it is often a feature of hedonic models, in environmental science where air quality indices are measured with error, in biology where...</p>
Persistent link: https://www.econbiz.de/10011148303
In this note we show that, from a conventional viewpoint, there are particularly close parallels between optimal-kernel-choice problems in non-parametric deconvolution, and their better-understood counterparts in density estimation and regression. However, other aspects of these problems are...
Persistent link: https://www.econbiz.de/10005254525
Persistent link: https://www.econbiz.de/10010543899
We consider estimation for a class of Lévy processes, modelled as a sum of a drift, a symmetric stable process and a compound Poisson process. We propose a nonparametric approach to estimating unknown parameters of our model, including the drift, the scale and index parameters in the stable...
Persistent link: https://www.econbiz.de/10008866554
In the present study, we consider the problem of classifying spatial data distorted by a linear transformation or convolution and contaminated by additive random noise. In this setting, we show that classifier performance can be improved if we carefully invert the data before the classifier is...
Persistent link: https://www.econbiz.de/10010605415
We revisit the problem of extending the notion of principal component analysis (PCA) to multivariate datasets that satisfy nonlinear constraints, therefore lying on Riemannian manifolds. Our aim is to determine curves on the manifold that retain their canonical interpretability as principal...
Persistent link: https://www.econbiz.de/10010823987
Persistent link: https://www.econbiz.de/10012410770