Nonparametric weighted estimators for biased data
From MaRDI portal
Publication:274036
DOI10.1016/j.jspi.2016.01.008zbMath1353.62036OpenAlexW2290652399MaRDI QIDQ274036
Publication date: 22 April 2016
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2016.01.008
model selectionbandwidth selectionadaptive density estimationbiased datafluorescence lifetimesweighted estimators
Related Items
Kernel selection in nonparametric regression ⋮ Adaptive nonparametric estimation of a component density in a two-class mixture model ⋮ On a Nadaraya-Watson estimator with two bandwidths ⋮ Bandwidth selection for the Wolverton-Wagner estimator
Uses Software
Cites Work
- Unnamed Item
- Minimal penalty for Goldenshluger-Lepski method
- Wavelet density estimation for weighted data
- Optimal model selection in density estimation
- Nonparametric density estimation in presence of bias and censoring
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Slope heuristics: overview and implementation
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Large sample theory of empirical distributions in biased sampling models
- Nonparametric estimation in the presence of length bias
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- Risk bounds for model selection via penalization
- Minimax kernels for density estimation with biased data
- A cross-validation bandwidth choice for kernel density estimates with selection biased data
- Concentration around the mean for maxima of empirical processes
- Density estimation by wavelet thresholding
- Two adaptive rates of convergence in pointwise density estimation
- Distribution estimation for biased data
- Density estimation for biased data.
- Adaptive estimation of the conditional intensity of marker-dependent counting processes
- Adaptive density estimation in the pile-up model involving measurement errors
- Minimal penalties for Gaussian model selection
- Wavelet block thresholding for density estimation in the presence of bias
- Nonparametric estimation under length-biased sampling and type I censoring: A moment based approach
- Preservation of stochastic orders for random minima and maxima, with applications
- Kernel density estimation for length biased data
- Stochastic comparisons of random minima and maxima
- Length-Biased Sampling With Right Censoring
- Transformation- based density estimation For weighted distributions
- On Adaptive Wavelet Estimation of a Class of Weighted Densities
- Comparing Nonparametric Estimators for Length-Biased Data
- Introduction to nonparametric estimation
- Estimation of survival based on proportional hazards when cure is a possibility
- Nonlinear estimation in anisotropic multi-index denoising
