v1v2 (latest)

Estimator selection: a new method with applications to kernel density estimation

18 July 2016

Papers citing "Estimator selection: a new method with applications to kernel density estimation"

25 / 25 papers shown

Title
$Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift$ Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift Chiara Amorino Eulalia Nualart Fabien Panloup Julian Sieber 73 0 0 28 Aug 2024
Adaptive directional estimator of the density in R^d for independent and mixing sequences Sinda Ammous J. Dedecker Céline Duval 71 0 0 22 May 2023
Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions Fabienne Comte Nicolas Marie 66 4 0 24 Oct 2022
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes Chiara Amorino A. Gloter 60 7 0 06 Oct 2021
Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes Nicolas Marie Amélie Rosier 53 20 0 14 May 2021
Projection Estimators of the Stationary Density of a Differential Equation Driven by the Fractional Brownian Motion Nicolas Marie OT 32 0 0 02 Apr 2021
On the nonparametric inference of coefficients of self-exciting jump-diffusion Chiara Amorino Charlotte Dion A. Gloter Sarah Lemler 64 5 0 24 Nov 2020
Nonparametric estimation for interacting particle systems : McKean-Vlasov models Laetitia Della Maestra M. Hoffmann 69 43 0 07 Nov 2020
Kernel Selection in Nonparametric Regression H. Halconruy Nicolas Marie 43 4 0 13 Jun 2020
On a Nadaraya-Watson Estimator with Two Bandwidths Fabienne Comte Nicolas Marie 45 8 0 26 Jan 2020
Invariant density adaptive estimation for ergodic jump diffusion processes over anisotropic classes Chiara Amorino A. Gloter 76 12 0 21 Jan 2020
Minimax adaptive estimation in manifold inference Vincent Divol 58 18 0 14 Jan 2020
Estimating the division rate from indirect measurements of single cells M. Doumic Adélaïde Olivier L. Robert 37 9 0 11 Jul 2019
Nonparametric adaptive inference of birth and death models in a large population limit Alexandre Boumezoued M. Hoffmann P. Jeunesse 52 3 0 02 Mar 2019
Numerical performance of Penalized Comparison to Overfitting for multivariate kernel density estimation S. Varet C. Lacour P. Massart Vincent Rivoirard 33 10 0 04 Feb 2019
Bandwidth Selection for the Wolverton-Wagner Estimator Fabienne Comte Nicolas Marie 55 14 0 02 Feb 2019
Local polynomial estimation of the intensity of a doubly stochastic Poisson process with bandwidth selection procedure Aadirupa Saha 37 0 0 28 Nov 2018
Adaptive optimal kernel density estimation for directional data T. Ngoc 56 11 0 07 Aug 2018
Sparse Travel Time Estimation from Streaming Data Saif Eddin Jabari N. Freris D. Dilip 46 24 0 22 Apr 2018
Finite sample improvement of Akaike's Information Criterion Adrien Saumard F. Navarro 78 3 0 06 Mar 2018
An adaptive procedure for Fourier estimators: illustration to deconvolution and decompounding Céline Duval Johanna Kappus 46 3 0 14 Feb 2018
Nonparametric estimation of the fragmentation kernel based on a PDE stationary distribution approximation V. Hoang Thanh Mai Pham Ngoc Vincent Rivoirard V. Tran 43 6 0 25 Oct 2017
Nonparametric Poisson regression from independent and weakly dependent observations by model selection Martin Kroll 49 12 0 08 Aug 2017
State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models Luc Lehéricy 77 10 0 26 Jun 2017
Data driven estimation of Laplace-Beltrami operator Frédéric Chazal Ilaria Giulini Bertrand Michel 38 7 0 30 Dec 2016