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Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces
Probability algorithms distribution functions conditional expectation
2015/7/8
We examine different ways of numerically computing the distribution function of conditional expectations where the conditioning element takes values in a finite or countably infinite outcome space. Bo...
Fourier methods for smooth distribution function estimation
Fourier analysis kernel distribution estimation mean integrated squared error optimal bandwidth sinc kernel
2013/6/14
In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in ter...
Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data
Bivariate current status data constrained maximum likelihood estimation empirical process sieve maximum likelihood estimation tensor spline basis functions
2012/11/23
The analysis of the joint cumulative distribution function (CDF) with bivariate event time data is a challenging problem both theoretically and numerically. This paper develops a tensor spline-based s...
Nonparametric estimation of the distribution function in contingent valuation models
binary choice regression Dirichlet process latent variable mixture model variable selection
2009/9/24
Contingent valuation models are used in Economics to value nonmarket goods and can be expressed as binary choice regression models with one of the regression coe?cients fixed. A ...
Bahadur's representation of sample quantiles based on smoothed estimates of a distribution function
Bahadur's representation of sample quantiles smoothed estimates of a distribution function
2009/9/24
Bahadur's representation of sample quantiles based on smoothed estimates of a distribution function。
Some characterizations of the exponential distribution function
Some characterizations the exponential distribution function
2009/9/23
Some characterizations of the exponential distribution function。
Characterization of the NPMPLE of the Disease Onset Distribution Function for a Survival-Sacrifice Model
Characterization of the NPMPLE Disease Onset Distribution Function a Survival-Sacrifice Model
2009/9/18
Characterization of the NPMPLE of the Disease Onset Distribution Function for a Survival-Sacrifice Model。
Cumulative distribution function estimation under interval censoring case 1
Adaptive estimation Current status data Minimax rate Interval censoring Nonparametric estimator Penalized contrast
2009/9/16
We consider projection methods for the estimation of the cumulative distribution function under interval censoring, case 1. Such censored data also known as current status data, arise when the only in...