We present formulas that allow us to decompose a function ƒ of d variables into a sum of 2 d terms f u indexed by subsets u of {1,. . . , d}, where each term f u depends only on the variables with ...
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 ...
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 ...
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