Showing 1 - 5 of 5
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
The computational cost of multivariate kernel density estimation can be reduced by prebinning the data. The data are discretized to a grid and a weighted kernel estimator is computed. We report results on the accuracy of such a binned kernel estimator and discuss the computational complexity of...
Persistent link: https://www.econbiz.de/10005221482
We are concerned with kernel density estimation on the rotation group SO(3). We prove asymptotically optimal convergence rates for the minimax risk of the mean integrated squared error for different function classes including bandlimited functions, functions with bounded Sobolev norm and...
Persistent link: https://www.econbiz.de/10010678852
We establish sufficient conditions for the asymptotic normality of kernel density estimators applied to causal linear random fields, by m-dependent approximation. Our conditions on the coefficients of linear random fields are weaker than the known results, although our assumption on the...
Persistent link: https://www.econbiz.de/10010718993
This paper discusses a universal approach to the construction of confidence regions for level sets {h(x)≥0}⊂Rq of a function h of interest. The proposed construction is based on a plug-in estimate of the level sets using an appropriate estimate ĥn of h. The approach provides finite sample...
Persistent link: https://www.econbiz.de/10011041942