Discriminant analysis for two data sets in IRd with probability densities f and g can be based on the estimation of the … optimal rates for estimation of G. -- minimax rates ; discrimination analysis ; Bayes risk …

We introduce a new method for the estimation of discount functions, yield curves and forward curves from government … although we do show how to impose various restrictions in the estimation. Our method is based on Kernel smoothing and is … our estimation procedure is iterative, rather like the backfitting method of estimating non-parametric models. We …

an improved bias corrected estimator. This bias corrected estimator involves consistent estimation of the density …

Y has a Bernoulli distribution with parameter G{XT β + α + m1(T1) + … + md(Td)}. The paper discusses estimation of β and …

were known with certainty. -- nonparametric regression ; additive models ; multivariate curve estimation ; kernel estimates …

used for the estimation of each additive component without taking into account the parametric link of the functions. In a …