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Automatica, ISSN 0005-1098, 10/2019, Volume 108, p. 108480
We propose a nonparametric approach for the identification of Wiener systems. We model the impulse response of the linear block and the static nonlinearity... 
Nonparametric estimation | Spline models | System identification
Journal Article
03/2008
In this thesis, we try to provide a broad econometric analysis of a class of risk measures, distortion risk measures (DRM). With carefully selected functional... 
Nonparametric estimation | 0508 | Risk measures
Dissertation
Economics Letters, ISSN 0165-1765, 09/2019, Volume 182, pp. 40 - 44
We extend the Synthetic Control Method (SCM) of Abadie et al. (2010) for policy evaluation through a flexible nonparametric construction of the weights for... 
Nonparametric estimation | Program evaluation | Synthetic control | ECONOMICS
Journal Article
Communications in Statistics - Simulation and Computation, ISSN 0361-0918, 02/2018, Volume 47, Issue 2, pp. 338 - 352
Expected shortfall (ES) is a well-known measure of extreme loss associated with a risky asset or portfolio. For any 0 < p < 1, the 100(1 − p) percent ES is... 
62G05 | Expected shortfall | Nonparametric estimation
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 2019
In this article, we consider a jump diffusion process X , with drift function b, diffusion coefficient σ and jump coefficient ξ . This process is observed at... 
Jump diffusions | Model selection | Nonparametric estimation
Journal Article
Neural Computation, ISSN 1530-888X, 07/2001, Volume 13, Issue 7, pp. 1443 - 1471
Suppose you are given some data set drawn from an underlying probability distribution P and you want to estimate a "simple" subset S of input space such that... 
Article | GENERALIZED QUANTILE PROCESSES | NONPARAMETRIC-ESTIMATION | DENSITY CONTOUR | NEUROSCIENCES | COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE | SETS
Journal Article
Environmental Microbiology, ISSN 1462-2912, 02/2012, Volume 14, Issue 2, pp. 285 - 290
Technologies for massively parallel sequencing are revolutionizing microbial ecology and are vastly increasing the scale of ribosomal RNA (rRNA) gene studies.... 
SAMPLE | NUMBER | ERRORS | NONPARAMETRIC-ESTIMATION | MICROBIAL DIVERSITY | DEEP-SEA | SPECIES RICHNESS | MICROBIOLOGY | WRINKLES | RARE BIOSPHERE | Sequence Analysis, RNA - methods | Genes, rRNA | Gene Library | Biodiversity | Humans | Genetic research | Universities and colleges | Multiprocessing | Ribosomal RNA | Analysis | Genes | Index Medicus
Journal Article
Journal of Statistical Software, ISSN 1548-7660, 2009, Volume 32, Issue 6, pp. 1 - 29
Journal Article
Annals of Statistics, ISSN 0090-5364, 2000, Volume 28, Issue 2, pp. 337 - 407
Boosting is one of the most important recent developments in classification methodology. Boosting works by sequentially applying a classification algorithm to... 
Nonparametric estimation | Tree | Stagewise fitting | Classification | Machine learning | 62G05 | 68T10 | 62G07 | 68T05 | nonparametric estimation | tree | machine learning | classification | stagewise fitting
Journal Article
ANNALS OF STATISTICS, ISSN 0090-5364, 04/2000, Volume 28, Issue 2, pp. 337 - 374
Boosting is one of the most important recent developments in classification methodology. Boosting works by sequentially applying a classification algorithm to... 
tree | STATISTICS & PROBABILITY | classification | machine learning | nonparametric estimation | stagewise fitting
Journal Article
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, ISSN 1539-3755, 11/2015, Volume 92, Issue 5, pp. 052813 - 052813
A diverse variety of processes-including recurrent disease episodes, neuron firing, and communication patterns among humans-can be described using interevent... 
DYNAMICS | PHYSICS, MATHEMATICAL | NONPARAMETRIC-ESTIMATION | PHYSICS, FLUIDS & PLASMAS | HEAVY TAILS | BURSTS
Journal Article
Journal of the American Statistical Association, ISSN 0162-1459, 10/2017, Volume 112, Issue 520, pp. 1684 - 1696
We study the plug-in estimator for density level sets under Hausdorff loss. We derive asymptotic theory for this estimator, and based on this theory, we... 
Visualization | Level set clustering | Asymptotic theory | Anomaly detection | Nonparametric inference | SCALE-SPACE | UNIFORM | STATISTICS & PROBABILITY | MEAN SHIFT | CONSISTENCY | NONPARAMETRIC-ESTIMATION | CLUSTER TREE | CONFIDENCE
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2008, Volume 142, Issue 2, pp. 615 - 635
In regression discontinuity (RD) designs for evaluating causal effects of interventions, assignment to a treatment is determined at least partly by the value... 
Treatment effects | Nonparametric estimation | Regression discontinuity | treatment effects | ACHIEVEMENT | MATTER | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | nonparametric estimation | regression discontinuity | SOCIAL SCIENCES, MATHEMATICAL METHODS | SCHOOLS | ECONOMICS | EDUCATION | IDENTIFICATION | Economics | Analysis | Regression analysis | Studies | Causality | Econometrics
Journal Article
Journal of Allergy and Clinical Immunology, The, ISSN 0091-6749, 2012, Volume 131, Issue 2, pp. 346 - 352.e3
Journal Article
Statistical methods in medical research, ISSN 0962-2802, 4/2017, Volume 26, Issue 2, pp. 528 - 541
Receiver Operating Characteristic (ROC) analysis provides an important methodology for assessing traditional (e.g., imaging technologies and clinical... 
jackknife | closed-form | partial AUC | ROC analysis | nonparametric estimation
Journal Article
Journal of Statistical Planning and Inference, ISSN 0378-3758, 01/2020, Volume 204, pp. 55 - 71
We consider the class of completely monotone probability mass functions (pmf) from a statistical perspective. An element in this class is known to be a mixture... 
Completely monotone | Nonparametric estimation | Shape constraint | Asymptotic theory | Least squares | Mixture models
Journal Article
Journal of Statistical Planning and Inference, ISSN 0378-3758, 09/2019, Volume 202, pp. 31 - 56
We revisit the estimation of the extreme value index for randomly censored data from a heavy tailed distribution. We introduce a new class of estimators which... 
Asymptotic representation | Extreme value index | Random censoring | Tail inference | NONPARAMETRIC-ESTIMATION | STATISTICS | STATISTICS & PROBABILITY | Censorship
Journal Article
China Economic Review, ISSN 1043-951X, 09/2015, Volume 35, pp. 220 - 231
We provide evidence of first increasing and then decreasing CO 2 emission intensity as the degree of urban concentration increases, based on data from 25... 
CO 2 emission intensity | Nonparametric estimation | Urban concentration
Journal Article
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