Quadratic loss is predominantly used in the literature as the performance measure for nonparametric density estimation, while nonparametric mixture models have been studied and estimated almost exclusively via the maximum likelihood approach. In this paper, we relate both for estimating a...

In this article, we consider the varying coefficient model, which allows the relationship between the predictors and response to vary across the domain of interest, such as time. In applications, it is possible that certain predictors only affect the response in particular regions and not...

Several bandwidth selection procedures for kernel density estimation of a random variable that is sampled under random double truncation are introduced and compared. The motivation is based on the fact that this type of incomplete data is often encountered in astronomy and medicine. The...

It is shown how to choose the smoothing parameter in image denoising by a statistical multiresolution criterion, both globally and locally. Using inhomogeneous diffusion and total variation regularization as examples for localized regularization schemes, an efficient method for locally adaptive...

The intention is to provide a Bayesian formulation of regularized local linear regression, combined with techniques for optimal bandwidth selection. This approach arises from the idea that only those covariates that are found to be relevant for the regression function should be considered by the...

A data-driven bandwidth selection method for backfitting estimation of semiparametric additive models, when the parametric part is of main interest, is proposed. The proposed method is a double smoothing estimator of the mean-squared error of the backfitting estimator of the parametric terms....