Generalized fiducial inference is closely related to the Dempster–Shafer theory of belief functions. It is a general methodology for constructing a distribution on a (possibly vector-valued) model parameter without the use of any prior distribution. The resulting distribution is called the...

Bandwidth selection has been an important topic in nonparametric density estimation. In this paper an effective method for local bandwidth selection is proposed. For local bandwidth selection, due to data sparsity and other reasons, extremely small bandwidths are sometimes selected, which lead...

Penalized regression procedures have become very popular ways to estimate complicated functions. The smoothing spline, for example, is the solution of a minimization problem in a functional space. If such a minimization problem is posed on a reproducing kernel Hilbert space (RKHS), the solution...