Quadratic functional estimation from observations with multiplicative measurement error
Fuente:
arXiv
Saved in:
| Main Authors: | Neubert, Bianca, Comte, Fabienne, Johannes, Jan |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Mode-based estimation of the center of symmetry
by: Chacón, José E., et al.
Published: (2024)
by: Chacón, José E., et al.
Published: (2024)
Goodness-of-fit testing from observations with multiplicative measurement error
by: Johannes, Jan, et al.
Published: (2025)
by: Johannes, Jan, et al.
Published: (2025)
Robust Estimation in Finite Mixture Models
by: Lecestre, Alexandre
Published: (2021)
by: Lecestre, Alexandre
Published: (2021)
Nonparametric density estimation for stationary processes under multiplicative measurement errors
by: Dang, Duc Trong, et al.
Published: (2024)
by: Dang, Duc Trong, et al.
Published: (2024)
Robust density estimation with the $\mathbb{L}_{1}$-loss. Applications to the estimation of a density on the line satisfying a shape constraint
by: Baraud, Y., et al.
Published: (2022)
by: Baraud, Y., et al.
Published: (2022)
Volatility estimation from a view point of entropy
by: Akahori, Jirô, et al.
Published: (2024)
by: Akahori, Jirô, et al.
Published: (2024)
Rejoinder to the discussion of "Mode-based estimation of the center of symmetry"
by: Chacón, José E., et al.
Published: (2025)
by: Chacón, José E., et al.
Published: (2025)
Two approaches to multiple canonical correlation analysis for repeated measures data
by: Górecki, Tomasz, et al.
Published: (2025)
by: Górecki, Tomasz, et al.
Published: (2025)
Frontiers to the learning of nonparametric hidden Markov models
by: Abraham, Kweku, et al.
Published: (2023)
by: Abraham, Kweku, et al.
Published: (2023)
On kernel mode estimation under RLT and WOD model
by: Alem, Mohamed Kaber El, et al.
Published: (2024)
by: Alem, Mohamed Kaber El, et al.
Published: (2024)
Bayesian taut splines for estimating the number of modes
by: Chacón, José E., et al.
Published: (2023)
by: Chacón, José E., et al.
Published: (2023)
Predictive Inference via Kernel Density Estimates
by: Hilbert, Torey
Published: (2026)
by: Hilbert, Torey
Published: (2026)
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis
by: Berger, Max, et al.
Published: (2023)
by: Berger, Max, et al.
Published: (2023)
Estimating hazard rates from $δ$-records in discrete distributions
by: Alcalde, Martín, et al.
Published: (2025)
by: Alcalde, Martín, et al.
Published: (2025)
Bump hunting through density curvature features
by: Chacón, José E., et al.
Published: (2022)
by: Chacón, José E., et al.
Published: (2022)
Uniform convergence of kernel averages under fixed design with heterogeneous dependent data
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2026)
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2026)
Composite Lp-quantile regression, near quantile regression and the oracle model selection theory
by: Mou, Fuming Lin WEilin
Published: (2025)
by: Mou, Fuming Lin WEilin
Published: (2025)
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements
by: Strauch, Claudia, et al.
Published: (2024)
by: Strauch, Claudia, et al.
Published: (2024)
Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
by: Jana, Soham, et al.
Published: (2022)
by: Jana, Soham, et al.
Published: (2022)
How should we aggregate ratings? Accounting for personal rating scales via Wasserstein barycenters
by: Raban, Daniel
Published: (2024)
by: Raban, Daniel
Published: (2024)
Non-parametric estimates for graphon mean-field particle systems
by: Bayraktar, Erhan, et al.
Published: (2024)
by: Bayraktar, Erhan, et al.
Published: (2024)
Minimax properties of gamma kernel density estimators under $L^p$ loss and $β$-Hölder smoothness of the target
by: Ouimet, Frédéric
Published: (2026)
by: Ouimet, Frédéric
Published: (2026)
A novel statistical approach to analyze image classification
by: Chen, Juntong, et al.
Published: (2022)
by: Chen, Juntong, et al.
Published: (2022)
Large sample behavior of the least trimmed squares estimator
by: Zuo, Yijun
Published: (2022)
by: Zuo, Yijun
Published: (2022)
Mean and Covariance Estimation for Discretely Observed High-Dimensional Functional Data: Rates of Convergence and Division of Observational Regimes
by: Petersen, Alexander
Published: (2024)
by: Petersen, Alexander
Published: (2024)
Nonparametric estimation of a factorizable density using diffusion models
by: Kwon, Hyeok Kyu, et al.
Published: (2025)
by: Kwon, Hyeok Kyu, et al.
Published: (2025)
Rates of convergence for nearest neighbor estimators with the smoother regression function
by: Ayano, Takanori
Published: (2011)
by: Ayano, Takanori
Published: (2011)
Regularized least squares learning with heavy-tailed noise is minimax optimal
by: Mollenhauer, Mattes, et al.
Published: (2025)
by: Mollenhauer, Mattes, et al.
Published: (2025)
Quantifying and testing dependence to categorical variables
by: Hörmann, Siegfried, et al.
Published: (2025)
by: Hörmann, Siegfried, et al.
Published: (2025)
Adaptive Density Estimation Using Projection Kernels and Penalized Comparison to Overfitting
by: Hoang, Van Ha, et al.
Published: (2025)
by: Hoang, Van Ha, et al.
Published: (2025)
Tuning free Catoni type joint robust estimation
by: Li, Xiang, et al.
Published: (2025)
by: Li, Xiang, et al.
Published: (2025)
Asymptotic normality and strong consistency of kernel regression estimation in q-calculus
by: Nkou, Emmanuel De Dieu, et al.
Published: (2025)
by: Nkou, Emmanuel De Dieu, et al.
Published: (2025)
Tweedie-based nonparametric estimation for semicontinuous mixed densities
by: Lyu, Guanjie, et al.
Published: (2026)
by: Lyu, Guanjie, et al.
Published: (2026)
On lead-lag estimation of non-synchronously observed point processes
by: Shiotani, Takaaki, et al.
Published: (2026)
by: Shiotani, Takaaki, et al.
Published: (2026)
Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2022)
by: Somé, Sobom M., et al.
Published: (2022)
Strong consistency of the local linear estimator for a generalized regression function with dependent functional data
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2026)
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2026)
Is model selection possible for the $\ell_p$-loss? PCO estimation for regression models
by: Lacour, Claire, et al.
Published: (2025)
by: Lacour, Claire, et al.
Published: (2025)
To ignore dependencies is perhaps not a sin
by: Wiens, Douglas P.
Published: (2024)
by: Wiens, Douglas P.
Published: (2024)
Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
by: Belomestny, Denis, et al.
Published: (2023)
by: Belomestny, Denis, et al.
Published: (2023)
A Note on Minimax Robustness of Designs Against Correlated or Heteroscedastic Responses
by: Wiens, Douglas P.
Published: (2023)
by: Wiens, Douglas P.
Published: (2023)
Similar Items
-
Mode-based estimation of the center of symmetry
by: Chacón, José E., et al.
Published: (2024) -
Goodness-of-fit testing from observations with multiplicative measurement error
by: Johannes, Jan, et al.
Published: (2025) -
Robust Estimation in Finite Mixture Models
by: Lecestre, Alexandre
Published: (2021) -
Nonparametric density estimation for stationary processes under multiplicative measurement errors
by: Dang, Duc Trong, et al.
Published: (2024) -
Robust density estimation with the $\mathbb{L}_{1}$-loss. Applications to the estimation of a density on the line satisfying a shape constraint
by: Baraud, Y., et al.
Published: (2022)