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

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Bertail, Patrice (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Blanke, Delphine (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Cornillon, Pierre-André (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Matzner-Løber, Eric (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Springer Proceedings in Mathematics & Statistics, 250
• Θέματα: Statistics .; Statistical Theory and Methods.; Statistics and Computing/Statistics Programs.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Statistics for Business, Management, Economics, Finance, Insurance.; Statistics for Life Sciences, Medicine, Health Sciences.

This volume presents the latest advances and trends in nonparametric statistics, and gathers selected and peer-reviewed contributions from the 3rd Conference of the International Society for Nonparametric Statistics (ISNPS), held in Avignon, France on June 11-16, 2016. It covers a broad range of non...

Πίνακας περιεχομένων:

• 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. Vaičiulis)
• 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. Peštová and M. Pešta)
• Index.