The Annals of Statistics, Vol. 37, No. 3 (Jun., 2009), pp. 1360-1404 (45 pages) We study the problem of nonparametric estimation of a multivariate function $g ...
Densities for the angle Θ = uX(mod 2π) and the cosine $Y = \cos(uX)$ can be expressed, through Fourier methods, in terms of the characteristic function of X. Thus ...
Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...