Nonparametric Statistics 3rd ISNPS, Avignon, France, June 2016
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...
Other Authors: | , , , |
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Format: | eBook |
Language: | English |
Published: |
Cham
Springer International Publishing
2018, 2018
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Edition: | 1st ed. 2018 |
Series: | Springer Proceedings in Mathematics & Statistics
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Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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)
- 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)
- 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