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Nonparametric Statistics: 3rd ISNPS, Avignon, France, June 2016


Nonparametric Statistics: 3rd ISNPS, Avignon, France, June 2016
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Lieferzeit: 7-14 Werktage

  • 10475495


Beschreibung

Symmetrizing k -nn and Mutual k -nn Smoothers (P. A. Cornillon, A. Gribinski, N. Hengartner, T. Kerdreux and E. Matzner-Løber).- Multiplicative Bias Corrected Nonparametric Smoothers (N. Hengartner, E. Matzner-Løber, L. Rouvière and T. Burr).- Nonparametric PU Learning of State Estimation in Markov Switching Model (A. Dobrovidov and V. Vasilyev).- Nonparametric Lower Bounds and Information Functions (S. Y. Novak).- Efficiency of the V -fold Model Selection for Localized Bases (F. Navarro and A. Saumard).- Modification of Moment-based Tail Index Estimator: Sums versus Maxima (N. Markovich and M. Vaiciulis).- Constructing Confidence Sets for the Matrix Completion Problem (A. Carpentier, O. Klopp and M. Löffler).- PAC-Bayesian Aggregation of Affine Estimators (L. Montuelle and E. Le Pennec).- A Nonparametric Classification Algorithm Based on Optimized Templates (J. Kalina).- Light- and Heavy-tailed Density Estimation by Gamma-Weibull Kernel (L. Markovich).- Adaptive Estimation of Heavy Tail Distributions with Application to Hall Model (D. N. Politis, V. A. Vasiliev, S. E. Vorobeychikov).- Extremal Index for a Class of Heavy-tailed Stochastic Processes in Risk Theory (C. Tillier).- Elemental Estimates, Influence, and Algorithmic Leveraging (K. Knight).- Bootstrapping Nonparametric M-Smoothers with Independent Error Terms (M. Maciak).- Probability Bounds for Active Learning in the Regression Problem (A. K. Fermin and C. Ludeña).- Subsampling for Big Data: Some Recent Advances (P. Bertail, O. Jelassi, J. Tressou and M. Zetlaoui).- Extension Sampling Designs for Big Networks: Application to Twitter (A. Rebecq).- Strong Separability in Circulant SSA (J. Bógalo, P. Poncela and E. Senra).- Selection of Window Length in Singular Spectrum Analysis of a Time Series (P. Unnikrishnan and V. Jothiprakash).- Fourier-type Monitoring Procedures for Strict Stationarity (S. Lee, S. G. Meintanis and C. Pretorius).- Wavelet Whittle Estimation in Multivariate Time Series Models: Application to fMRI Data (S. Achard and I. Gannaz).- On Kernel Smoothing with Gaussian Subordinated Spatial Data (S. Ghosh).- Nonparametric and Parametric Methods for Change-Point Detection in Parametric Models (G. Ciuperca).- Variance Estimation Free Tests for Structural Changes in Regression (B. Pestová and M. Pesta).- Index.

Eigenschaften

Breite: 156
Gewicht: 758 g
Höhe: 242
Länge: 28
Seiten: 390
Sprachen: Englisch
Autor: Delphine Blanke, Eric Matzner-Løber, Patrice Bertail, Pierre-André Cornillon

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