Nonparametric Functional Estimation and Related Topics

Front Matter....Pages i-xiii
Front Matter....Pages 1-1
Reproducing Kernels and Finite Order Kernels....Pages 3-18
Laws of the Iterated Logarithm for Density Estimators....Pages 19-29
Exponential Inequalities in Nonparametric Estimation....Pages 31-44
Conservative Confidence Bands for Nonparametric Regression....Pages 45-66
Data-Adaptive Kernel Estimation....Pages 67-79
On the Nonparametric Estimation of the Entropy Functional....Pages 81-95
Front Matter....Pages 97-97
Analysis of Samples of Curves....Pages 99-110
Bootstrap Methods in Nonparametric Regression....Pages 111-123
On the Influence Function of Maximum Penalized Likelihood Density Estimators.....Pages 125-131
Nonparametric Curve Estimation and Simple Curve Characteristics....Pages 133-139
Applications of Multiparameter Weak Convergence for Adaptive Nonparametric Curve Estimation....Pages 141-166
On Asymptotic Efficiency of Average Derivative Estimates....Pages 167-172
Nonparametric Estimation of Elliptically Contoured Densities....Pages 173-190
Uniform Deconvolution: Nonparametric Maximum Likelihood and Inverse Estimation....Pages 191-198
Front Matter....Pages 199-199
Smoothing Parameter Selection in Image Restoration....Pages 201-211
Estimating the Quantile-Density Function....Pages 213-223
Data-Driven Smoothing Based on Convexity Properties....Pages 225-240
Prospects for Automatic Bandwidth Selection in Extensions to Basic Kernel Density Estimation....Pages 241-249
Root N Bandwidth Selection....Pages 251-260
Estimating Smooth Distribution Functions....Pages 261-270
Front Matter....Pages 199-199
Smoothing Techniques in Time Series Analysis....Pages 271-283
Front Matter....Pages 285-285
Nonparametric Inference in Heteroskedastic Regression....Pages 287-296
Bounded Influence Regression in the Presence of Heteroskedasticity of Unknown Form....Pages 297-313
Linear Regression with Randomly Right-Censored Data Using Prior Nonparametric Estimation....Pages 315-328
Universal Consistencies of a Regression Estimate for Unbounded Regression Functions....Pages 329-338
Minimax Bayes Estimation, Penalized Likelihood Methods, and Restricted Minimax Estimation....Pages 339-346
On Exponential Bounds on the Bayes Risk of the Nonparametric Classification Rules....Pages 347-360
Nonparametric Regression Analysis of Some Economic Data....Pages 361-374
Front Matter....Pages 375-375
Nonparametric Regression Methods for Repeated Measurements....Pages 377-387
Nonparametric Prediction for Unbounded Almost Stationary Processes....Pages 389-403
Monte Carlo and Turbulence....Pages 405-418
Kernel Density Estimation under a Locally Mixing Condition....Pages 419-430
Nonparametric Estimation of Survival Functions under Dependent Competing Risks....Pages 431-441
Estimation of Transition Distribution Function and its Quantiles in Markov Processes: Strong Consistency and Asymptotic Normality....Pages 443-462
L 1 Strong Consistency for Density Estimates in Dependent Samples....Pages 463-474
Front Matter....Pages 475-475
Nonparametric Statistical Signal Detection Problems....Pages 477-492
Functional Identification in Nonlinear Time Series....Pages 493-507
Modelization, Nonparametric Estimation and Prediction for Continuous Time Processes....Pages 509-529
Estimation of Chaotic Dynamic Systems with Control Variables....Pages 531-540
Nonparametric Estimation of a Class of Nonlinear Time Series Models....Pages 541-552
Front Matter....Pages 475-475
Semiparametric and Nonparametric Inference from Irregular Observations on Continuous Time Stochastic Processes....Pages 553-558
Front Matter....Pages 559-559
Complexity Regularization with Application to Artificial Neural Networks....Pages 561-576
Designing Prediction Bands....Pages 577-586
Analysis of Observational Studies from the Point of View of Nonparametric Regression....Pages 587-602
Some Issues in Cross-Validation....Pages 603-612
Nonparametric Function Estimation Involving Errors-in-Variables....Pages 613-627
Front Matter....Pages 629-629
A Consistent Goodness of Fit Test Based on the Total Variation Distance....Pages 631-645
On a Problem in Semiparametric Estimation....Pages 647-656
On the Integrable and Approximately Integrable Linear Statistical Models....Pages 657-667
Nonparametric Techniques in Image Estimation....Pages 669-677
Regularized Deconvolution on the Circle and the Sphere....Pages 679-690
Back Matter....Pages 691-708