Density Estimates of Discriminant Functions
Density smoothness estimation problem using a wavelet approach
In this paper we consider a smoothness parameter estimation problem for a density function. The smoothness parameter of a function is defined in terms of Besov spaces. This paper is an extension of recent results (K. Dziedziul, M. Kucharska, B. Wolnik, Estimation of the smoothness parameter). The construction of the estimator is based on wavelets coefficients. Although we believe that the effective estimation of the smoothness parameter is impossible in general case, we can show that it becomes...
Dependent Gaussian samples: estimation of the scatter uniform in dimension.
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
The purpose of this paper is to investigate the deviation inequalities and the moderate deviation principle of the least squares estimators of the unknown parameters of general th-order asymmetric bifurcating autoregressive processes, under suitable assumptions on the driven noise of the process. Our investigation relies on the moderate deviation principle for martingales.
Discrimination binaire non paramétrique. Méthodes d'estimation du paramètre de lissage
Drift estimation from -mixing sequences.