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Nonparametric Estimation via Convex Programming Anatoli Juditsky∗ Arkadi Nemirovski† Abstract In the paper, we focus primarily on the problem of recovering a linear form…

Michael Kohler1 and Reinhard Tent1,∗ 1 Fachbereich Mathematik, Technische Universitat Darmstadt, Schlossgartenstr. 7, 64289 Darmstadt, Germany, email: [email protected],

()A Convex Hull Peeling Depth Approach to Nonparametric Massive Multivariate Data Analysis with Applications Hyunsook Lee, Department of Statistics, Penn State Univ –

Multiscale Inference and Long-Run Variance Estimation in Nonparametric Regression with Time Series Errors Marina Khismatullina1 University of Bonn Michael Vogt2 University…

' & $ % Nonparametric Frontier Estimation: recent developments and new challenges Toulouse - October 2011 Léopold Simar Institut de Statistique Université Catholique…

Distributed Parametric-Nonparametric Estimation in Networked Control Systems Damiano Varagnolo Department of Information Engineering - University of Padova April, 18th 2011…

Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities Hiroaki Kaido Andres Santos Boston University UC San Diego Andres Santos UCSD The Model…

Lesson 15 - 1 Nonparametric Statistics Overview Objectives Understand Difference between Parametric and Nonparametric Statistical Procedures Nonparametric methods use techniques…

The Annals of Statistics 2005, Vol. 33, No. 5, 2066–2108 DOI: 10.1214009053605000000381 © Institute of Mathematical Statistics, 2005 NONPARAMETRIC ESTIMATION OF MIXING…

ar X iv :1 10 5. 14 75 v2 st at .M E 1 5 M ay 2 01 1 PIVOTAL ESTIMATION OF NONPARAMETRIC FUNCTIONS VIA SQUARE-ROOT LASSO ALEXANDRE BELLONI, VICTOR CHERNOZHUKOV, AND LIE WANG…

1. Limited Dependent Variables Models 1 Binary choice models Review 1 Probit Model • Model: yt* = xt•′β + εt, t = 1, ... , T, where yt* is a unobservable latent variable…

nonparametric estimation of time-changed Levy models Jose E. Figueroa-Lopez∗ [email protected] Abstract: Let {Zt}t≥0 be a Levy process with Levy measure

Convex Optimization — Boyd Vandenberghe 3 Convex functions • basic properties and examples • operations that preserve convexity • the conjugate function • quasiconvex…

Lecture 3 Convex Functions September 2, 2008 Lecture 3 Outline • Convex Functions • Examples • Verifying Convexity of a Function • Operations on Functions Preserving…

Semi and Nonparametric Models in Econometrics - Part I: quantile regressionSemi and Nonparametric Models in Econometrics Part I: quantile regression Xavier D’Haultfœuille

Nonparametric and Resampling Methods Lukas Meier 18.01.2016 Overview • Nonparametric tests • Randomization tests • Asymptotic approximations of estimators • Jackknife…

Topic 3: Convex Analysis - Functions Convex Optimization Convex Analysis - Functions – p 1 Topic 3: Convex Analysis - Functions A function f : K ⊆ Rn → R is convex…

Introduction to Convex Optimization Lieven Vandenberghe Electrical Engineering Department UCLA IPAM Graduate Summer School: Computer Vision August 5 2013 Convex optimization…

Sparse Nonlinear Regression: Parameter Estimation and Asymptotic Inference Zhuoran Yang∗ Zhaoran Wang∗ Han Liu∗ Yonina C. Eldar † Tong Zhang ‡ November 11, 2015…

Lecture 3 Convex functions (Basic properties; Calculus; Closed functions; Continuity of convex functions; Subgradients; Optimality conditions) 3.1 First acquaintance Definition…