In nonparametric multivariate regression analysis, we seek methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. The original ...

The graph below shows the total number of publications each year in Shrinkage Estimation and Balanced Loss Functions in Multivariate Normal Distribution.

Uniform a.s. consistency is proven for a class of kernel estimators of multivariate density functions in the independence case and under a mixing condition. Furthermore the Chernoff-estimator of the ...