Download or read book Nonparametric Functional Estimation Under Order Restrictions written by Dragi Anevski and published by . This book was released on 2000 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonparametric Functional Estimation written by B. L. S. Prakasa Rao and published by Academic Press. This book was released on 2014-07-10 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonparametric Functional Estimation is a compendium of papers, written by experts, in the area of nonparametric functional estimation. This book attempts to be exhaustive in nature and is written both for specialists in the area as well as for students of statistics taking courses at the postgraduate level. The main emphasis throughout the book is on the discussion of several methods of estimation and on the study of their large sample properties. Chapters are devoted to topics on estimation of density and related functions, the application of density estimation to classification problems, and the different facets of estimation of distribution functions. Statisticians and students of statistics and engineering will find the text very useful.

Download or read book Shape Restricted Inference with Applications to Nonparametric Regression Smooth Nonparametric Function Estimation and Density Estimation written by Mary Catherine Meyer and published by . This book was released on 1996 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonparametric Estimation Subject to Shape Restrictions written by Yazhen Wang and published by . This book was released on 1992 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonparametric Functional Estimation and Related Topics written by George Roussas and published by Springer Science & Business Media. This book was released on 1991-04-30 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt: About three years ago, an idea was discussed among some colleagues in the Division of Statistics at the University of California, Davis, as to the possibility of holding an international conference, focusing exclusively on nonparametric curve estimation. The fruition of this idea came about with the enthusiastic support of this project by Luc Devroye of McGill University, Canada, and Peter Robinson of the London School of Economics, UK. The response of colleagues, contacted to ascertain interest in participation in such a conference, was gratifying and made the effort involved worthwhile. Devroye and Robinson, together with this editor and George Metakides of the University of Patras, Greece and of the European Economic Communities, Brussels, formed the International Organizing Committee for a two week long Advanced Study Institute (ASI) sponsored by the Scientific Affairs Division of the North Atlantic Treaty Organization (NATO). The ASI was held on the Greek Island of Spetses between July 29 and August 10, 1990. Nonparametric functional estimation is a central topic in statistics, with applications in numerous substantive fields in mathematics, natural and social sciences, engineering and medicine. While there has been interest in nonparametric functional estimation for many years, this has grown of late, owing to increasing availability of large data sets and the ability to process them by means of improved computing facilities, along with the ability to display the results by means of sophisticated graphical procedures.

Download or read book Nonparametric Survival Analysis Under Shape Restrictions written by Shabnam Fani and published by . This book was released on 2014 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main problem studied in this thesis is to analyse and model time-to- event data, particularly when the survival times of subjects under study are not exactly observed. One of the primary tasks in the analysis of survival data is to study the distribution of the event times of interest. In order to avoid strict assumptions associated with a parametric model, we resort to nonparametric methods for estimating a function. Although other nonparametric approaches, such as Kaplan-Meier, kernel-based, and roughness penalty methods, are popular tools for solving function estimation problems, they suffer from some non-trivial issues like the loss of some important information about the true underlying function, difficulties with bandwidth or tuning parameter selection. In contrast, one can avoid these issues at the cost of enforcing some qualitative shape constraints on the function to be estimated. We confine our survival analysis studies to estimating a hazard function since it may make a lot of practical sense to impose certain shape constraints on it. Specifically, we study the problem of nonparametric estimation of a hazard function subject to convex shape restrictions, which naturally entails monotonicity constraints. In this thesis, three main objectives are addressed. Firstly, the problem of nonparametric maximum-likelihood estimation of a hazard function under convex shape restrictions is investigated. We introduce a new nonparametric approach to estimating a convex hazard function in the case of exact observations, the case of interval-censored observations, and the mixed case of exact and interval-censored observations. A new idea to handle the problem of choosing the minimum of a convex hazard function estimate is proposed. Based on this, a new fast algorithm for nonparametric hazard function estimation under convexity shape constraints is developed. Theoretical justification for the convergence of the new algorithm is provided. Secondly, nonparametric estimation of a hazard function under smoothness and convex shape assumptions is studied. Particularly, our nonparametric maximum-likelihood approach is generalized for smooth estimation of a function by applying a higher-order smoothness assumption of an estimator. We also evaluate the performance of the estimators using simulation studies and real-world data. Numerical studies suggest that the shape-constrained estimators generally outperform their unconstrained competitors. Moreover, the empirical results indicate that the smooth shape-restricted estimator has more capability to model human mortality data compared to the piecewise linear continuous estimator, specifically in the infant mortality phase. Lastly, our nonparametric estimation of a hazard function approach under convex shape restrictions is extended to the Cox proportional hazards model. A new algorithm is also developed to estimate both convex baseline hazard function and the effects of covariates on survival times. Numerical studies reveal that our new approaches generally dominate the traditional partial likelihood method in the case of right-censored data and the fully semiparametric maximum likelihood estimation method in the case of interval-censored data. Overall, our series of studies show that the shape-restricted approach tends to provide more accurate estimation than its unconstrained competitors, and further investigations in this direction can be highly fruitful.

Download or read book Nonparametric Functional Estimation and Related Topics written by G.G Roussas and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 691 pages. Available in PDF, EPUB and Kindle. Book excerpt: About three years ago, an idea was discussed among some colleagues in the Division of Statistics at the University of California, Davis, as to the possibility of holding an international conference, focusing exclusively on nonparametric curve estimation. The fruition of this idea came about with the enthusiastic support of this project by Luc Devroye of McGill University, Canada, and Peter Robinson of the London School of Economics, UK. The response of colleagues, contacted to ascertain interest in participation in such a conference, was gratifying and made the effort involved worthwhile. Devroye and Robinson, together with this editor and George Metakides of the University of Patras, Greece and of the European Economic Communities, Brussels, formed the International Organizing Committee for a two week long Advanced Study Institute (ASI) sponsored by the Scientific Affairs Division of the North Atlantic Treaty Organization (NATO). The ASI was held on the Greek Island of Spetses between July 29 and August 10, 1990. Nonparametric functional estimation is a central topic in statistics, with applications in numerous substantive fields in mathematics, natural and social sciences, engineering and medicine. While there has been interest in nonparametric functional estimation for many years, this has grown of late, owing to increasing availability of large data sets and the ability to process them by means of improved computing facilities, along with the ability to display the results by means of sophisticated graphical procedures.

Download or read book Nonparametric Estimation under Shape Constraints written by Piet Groeneboom and published by Cambridge University Press. This book was released on 2014-12-11 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book treats the latest developments in the theory of order-restricted inference, with special attention to nonparametric methods and algorithmic aspects. Among the topics treated are current status and interval censoring models, competing risk models, and deconvolution. Methods of order restricted inference are used in computing maximum likelihood estimators and developing distribution theory for inverse problems of this type. The authors have been active in developing these tools and present the state of the art and the open problems in the field. The earlier chapters provide an introduction to the subject, while the later chapters are written with graduate students and researchers in mathematical statistics in mind. Each chapter ends with a set of exercises of varying difficulty. The theory is illustrated with the analysis of real-life data, which are mostly medical in nature.

Download or read book Nonparametric Estimation under Shape Constraints written by Piet Groeneboom and published by Cambridge University Press. This book was released on 2014-12-11 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces basic concepts of shape constrained inference and guides the reader to current developments in the subject.

Download or read book Nonparametric Functional Estimation Under Random Censoring and a New Semiparametric Model of Random Censorship written by An Carbonez and published by . This book was released on 1992 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonparametric and Semiparametric Methods in Econometrics and Statistics written by William A. Barnett and published by Cambridge University Press. This book was released on 1991-06-28 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

Download or read book Nonparametric Function Estimation with Infinite order Kernels and Applications written by Arthur Steven Berg and published by . This book was released on 2007 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt: Symmetries of the auto-cumulant function of a kappath-order stationary time series play an important role in polyspectral estimation, and these symmetries are derived through a connection with the symmetric group of degree kappa. Using theory of group representations, these symmetries are demystified and lag-window functions are symmetrized to satisfy these symmetries. A generalized Gabr-Rao optimal kernel, used to estimate general kappa th-order spectra, is also derived through the developed theory.

Download or read book Shape restricted Density Estimation for Financial Data written by Yu Liu and published by . This book was released on 2016 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: The motivation of the study in this thesis is about how to estimate an asset return distribution in finance that is often skewed, high-peaked and heavy-tailed. To avoid misspecification which is possible for a parametric model, we turn to nonparametric methods to estimating a density function. There are many nonparametric approaches, such as kernel-based and penalty methods, to solving estimation problems, but they may easily fail to satisfy some practically known properties or have difficulty in choosing the value of the bandwidth or tuning parameter. By contrast, one can avoid these issues by imposing certain shape constraints on the density function, that appear very reasonable from a practical point of view. Nonparametric density estimation under shape restrictions offer many advantages, such as having the required shapes, easily described fitted models and possibly a higher estimation efficiency. Specifically, we are interested in estimating a density function that is log-concave, or unimodal with heavy tails. Three main objectives are addressed in this thesis. Firstly, nonparametric maximum likelihood estimation of a log-concave density function is investigated. In particular, a new fast algorithm is proposed and studied for computing the nonparametric maximum likelihood estimate of a log-concave density. Theoretically, the characterization of the nonparametric maximum likelihood estimate is studied and the algorithm is guaranteed to converge to the unique maximum likelihood estimate under log-concavity constraints. Numerical studies show that it outperforms other algorithms that are available in the literature. Tests for log-concavity based on the new algorithm are also developed. Secondly, nonparametric estimation under smoothness and log-concavity shape assumptions is studied. We propose several new smooth estimators based on the maximum likelihood approach by employing piecewise quadratic functions for the log-density function. This leads us to define a log-concave distribution family that allows the second derivative of the log-density to change the direction of monotonicity at most once. Algorithms for these likelihood maximization problems are developed. Numerical studies of simulated and real-world data show that the new smooth estimator has the best performance of all nonparametric estimators studied. We also apply our smooth estimator to the receiver operating characteristic curve estimation, with good results obtained. Finally, we study the problem of estimating a unimodal, highly heavy-tailed distribution, as normally seen in financial data. A novel idea is proposed that it imposes log-concavity on the main body, and log-convexity on the tails. With the corresponding algorithm developed, the new shape-restricted estimator very much dominates the other ones for both simulated and real-world financial data, by providing excellent, nonparametric fits to the data in both the center and tails of the distribution. Bootstrap testing for identifying the function form implied by the new estimator has been developed. Tail performance is further studied in great detail and an application to Value-at-risk estimation is investigated. As a matter of fact, the study provides a very general approach to nonparametric density estimation under shape restrictions. Different pieces of shape restrictions can be combined easily in a seamless way, with fast computing algorithms available. Shape-restricted estimation is able to provide more accurate estimates compared with unconstrained estimates, and the work reported in this thesis lies a promising foundation for many more shape-restricted estimation methods to be developed and applied in the future.

Download or read book Nonparametric Estimation and Inference Under Shape Restrictions written by Joel Horowitz and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, non-increasing (non-decreasing) returns to scale, or the Slutsky inequality of consumer theory; but economic theory does not provide finite-dimensional parametric models. This motivates nonparametric estimation under shape restrictions. Nonparametric estimates are often very noisy. Shape restrictions stabilize nonparametric estimates without imposing arbitrary restrictions, such as additivity or a single-index structure, that may be inconsistent with economic theory and the data. This paper explains how to estimate and obtain an asymptotic uniform confidence band for a conditional mean function under possibly nonlinear shape restrictions, such as the Slutsky inequality. The results of Monte Carlo experiments illustrate the finite-sample performance of the method, and an empirical example illustrates its use in an application.

Download or read book Deconvolution Problems in Nonparametric Statistics written by Alexander Meister and published by Springer Science & Business Media. This book was released on 2009-12-24 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: Deconvolution problems occur in many ?elds of nonparametric statistics, for example, density estimation based on contaminated data, nonparametric - gression with errors-in-variables, image and signal deblurring. During the last two decades, those topics have received more and more attention. As appli- tions of deconvolution procedures concern many real-life problems in eco- metrics, biometrics, medical statistics, image reconstruction, one can realize an increasing number of applied statisticians who are interested in nonpa- metric deconvolution methods; on the other hand, some deep results from Fourier analysis, functional analysis, and probability theory are required to understand the construction of deconvolution techniques and their properties so that deconvolution is also particularly challenging for mathematicians. Thegeneraldeconvolutionprobleminstatisticscanbedescribedasfollows: Our goal is estimating a function f while any empirical access is restricted to some quantity h = f?G = f(x?y)dG(y), (1. 1) that is, the convolution of f and some probability distribution G. Therefore, f can be estimated from some observations only indirectly. The strategy is ˆ estimating h ?rst; this means producing an empirical version h of h and, then, ˆ applying a deconvolution procedure to h to estimate f. In the mathematical context, we have to invert the convolution operator with G where some reg- ˆ ularization is required to guarantee that h is contained in the invertibility ˆ domain of the convolution operator. The estimator h has to be chosen with respect to the speci?c statistical experiment.

Download or read book Nonparametric Functional Data Analysis written by Frédéric Ferraty and published by Springer Science & Business Media. This book was released on 2006-11-22 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern apparatuses allow us to collect samples of functional data, mainly curves but also images. On the other hand, nonparametric statistics produces useful tools for standard data exploration. This book links these two fields of modern statistics by explaining how functional data can be studied through parameter-free statistical ideas. At the same time it shows how functional data can be studied through parameter-free statistical ideas, and offers an original presentation of new nonparametric statistical methods for functional data analysis.

Download or read book Nonparametric Statistics for Stochastic Processes written by D. Bosq and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides an overview of inequalities and limit theorems for strong mixing processes. Density and regression estimation in discrete time are studied in Chapter 2 and 3. The special rates of convergence which appear in continuous time are presented in Chapters 4 and 5. This second edition is extensively revised and it contains two new chapters. Chapter 6 discusses the surprising local time density estimator. Chapter 7 gives a detailed account of implementation of nonparametric method and practical examples in economics, finance and physics. Comarison with ARMA and ARCH methods shows the efficiency of nonparametric forecasting. The prerequisite is a knowledge of classical probability theory and statistics. Denis Bosq is Professor of Statistics at the Unviersity of Paris 6 (Pierre et Marie Curie). He is Editor-in-Chief of "Statistical Inference for Stochastic Processes" and an editor of "Journal of Nonparametric Statistics". He is an elected member of the International Statistical Institute. He has published about 90 papers or works in nonparametric statistics and four books.