All Questions
Tagged with nonparametric kernel-smoothing
93
questions
2
votes
1
answer
737
views
Is Kernel-Regression parametric or non-parametric?
As the title says, is kernel regression a parametric or non-parametric method, and how can this be motivated/explained?
- 35
3
votes
1
answer
217
views
How to calculate the expectation of the KDE using little-o?
This is possibly a duplicate of this question of mine, however, here I ask for clarification regarding an estimation that is done when calculating the expectation of the kernel density estimator (KDE) ...
- 249
6
votes
1
answer
643
views
Basic properties of the kernel density estimator
This is a question from a mathematical statistics textbook, used at the first and most basic mathematical statistics course for undergraduate students. This exercise follows the chapter on ...
- 249
1
vote
0
answers
96
views
Time Varying Coefficient Model with Uniform Kernel and Spline Estimator
I'm working on the BMACS data set data(BMACS) from library(npmlda).
I'm looking at the the time-varying coefficient model of post-CD4 versus smoking $X_1$, pre-HIV CD4 percent $X_2$ (centered) and age ...
- 25
1
vote
0
answers
274
views
histogram vs. kernel in density estimation
Assume we have a problem of estimation of a density $f(x)$ over an interval $[0, 1]$. Can a regular histogram (i.e. with equal-sized bins) be viewed as some kind of a kernel?
- 676
2
votes
1
answer
115
views
Density plot with epanechnikov with exceedance data
I'm trying to replicate empirical density plot from the paper "Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution".
The data is ...
- 8,445
0
votes
0
answers
31
views
Biase of ASE estimation Kernel Regression
I'm trying to calculate the bias of the estimator $p(h)=n^{-1}\displaystyle\sum_{i=1}^{n}(Y_{j}-\hat{m}_{h}(X_{j})^{2}w(X_{j})$ of the averaged squared error. The result I find in the literature is ...
- 3
2
votes
0
answers
53
views
Linear model with partially time-varying coefficients
Suppose we have a linear model with time-varying coefficients
$$
y_i = x_i' \beta_{t_i} + \epsilon_i, \; i = 1, 2, \cdots, n
$$
where the design points are $t_i = \frac{i}{n}$, and $\beta(t): [0,1] \...
- 3,348
3
votes
1
answer
150
views
How to detect this change-point?
Let $Y\in\{0,1\}$ be a binary random variable. Let $P(x_1,x_2)=E(Y|x_1,x_2)$. By definition we have $0 \leq P(x_1,x_2) \leq 1$. Suppose $P(x_1,x_2)$ is strictly monotone in $x_1,x_2$ and $P(x_1,x_2)=1$...
- 2,966
2
votes
1
answer
2k
views
Derivation of variance for kernel density estimator
My question refers to the book "Nonparametric Econometrics - Theory and Practice" by Li & Racine. Here, the variance for a kernel density estimator using the pointwise perspective (for fixed x) is ...
- 115
1
vote
1
answer
353
views
How Parzen window density estimate $f_n$ converges to f
I am trying to understand how Parzen window density estimate converges to actual density function f(x).[Actually i am trying to learn machine learning on my own using available free resources. Please ...
0
votes
0
answers
14
views
Doubt in kernel based method - unit hypercube(Parzan window estimate)
I recently started studying pattern recognition on my own. Please clarify me the following.
https://books.google.co.in/books?id=T0S0BgAAQBAJ&pg=PA53&lpg=PA53&dq=hypercube+of+side+h&...
2
votes
1
answer
839
views
Convergence of kernel density estimate as the sample size grows
Let $X\sim\text{Normal}(0,1)$ and let $f_X$ be its probability density function. I conducted some numerical experiments in the software Mathematica to estimate $f_X$ via a kernel method. Let $\hat{f}...
- 285
2
votes
1
answer
197
views
Kernel Estimation to Estimate Treatment Effect
I am trying to determine whether an estimator I came up with is just a non-parametric kernel estimator. I am performing a simulation study to estimate a treatment effect that I impose on my data.
My ...
- 497
3
votes
1
answer
100
views
how to understand this math formula for bandwidth calculation?
I am reading a paper that uses the following equation to calculate the optimal bandwidth, however, I am confused about the position of "4" and "3" in the equation. is this a typo? or what does it mean?...
- 445