Nonparametric Statistics: 3rd ISNPS, Avignon, France, June 2016

Description

This volume presents the latest advances and trends in nonparametric statistics, and gathers selected and peer-reviewed contributions from the 3rd Conference of the International Society for Nonparametric Statistics (ISNPS), held in Avignon, France on June 11-16, 2016. It covers a broad range of nonparametric statistical methods, from density estimation, survey sampling, resampling methods, kernel methods and extreme values, to statistical learning and classification, both in the standard i.i.d. case and for dependent data, including big data. The International Society for Nonparametric Statistics is uniquely global, and its international conferences are intended to foster the exchange of ideas and the latest advances among researchers from around the world, in cooperation with established statistical societies such as the Institute of Mathematical Statistics, the Bernoulli Society and the International Statistical Institute. The 3rd ISNPS conference in Avignon attracted more than 400 researchers from around the globe, and contributed to the further development and dissemination of nonparametric statistics knowledge. Front Matter ....Pages i-ix Symmetrizing k-nn and Mutual k-nn Smoothers (P.-A. Cornillon, A. Gribinski, N. Hengartner, T. Kerdreux, E. Matzner-Løber)....Pages 1-14 Nonparametric PU Learning of State Estimation in Markov Switching Model (A. Dobrovidov, V. Vasilyev)....Pages 15-29 Multiplicative Bias Corrected Nonparametric Smoothers (N. Hengartner, E. Matzner-Løber, L. Rouvière, T. Burr)....Pages 31-52 Efficiency of the V -Fold Model Selection for Localized Bases (F. Navarro, A. Saumard)....Pages 53-68 Non-parametric Lower Bounds and Information Functions (S. Y. Novak)....Pages 69-83 Modification of Moment-Based Tail Index Estimator: Sums Versus Maxima (N. Markovich, M. Vaičiulis)....Pages 85-101 Constructing Confidence Sets for the Matrix Completion Problem (A. Carpentier, O. Klopp, M. Löffler)....Pages 103-118 A Nonparametric Classification Algorithm Based on Optimized Templates (J. Kalina)....Pages 119-132 PAC-Bayesian Aggregation of Affine Estimators (L. Montuelle, E. Le Pennec)....Pages 133-144 Light- and Heavy-Tailed Density Estimation by Gamma-Weibull Kernel (L. Markovich)....Pages 145-158 Adaptive Estimation of Heavy Tail Distributions with Application to Hall Model (D. N. Politis, V. A. Vasiliev, S. E. Vorobeychikov)....Pages 159-169 Extremal Index for a Class of Heavy-Tailed Stochastic Processes in Risk Theory (C. Tillier)....Pages 171-183 Subsampling for Big Data: Some Recent Advances (P. Bertail, O. Jelassi, J. Tressou, M. Zetlaoui)....Pages 185-203 Probability Bounds for Active Learning in the Regression Problem (A.-K. Fermin, C. Ludeña)....Pages 205-218 Elemental Estimates, Influence, and Algorithmic Leveraging (K. Knight)....Pages 219-231 Bootstrapping Nonparametric M-Smoothers with Independent Error Terms (Matúš Maciak)....Pages 233-250 Extension Sampling Designs for Big Networks: Application to Twitter (A. Rebecq)....Pages 251-270 Wavelet Whittle Estimation in Multivariate Time Series Models: Application to fMRI Data (S. Achard, I. Gannaz)....Pages 271-285 On Kernel Smoothing with Gaussian Subordinated Spatial Data (S. Ghosh)....Pages 287-293 Strong Separability in Circulant SSA (J. Bógalo, P. Poncela, E. Senra)....Pages 295-309 Selection of Window Length in Singular Spectrum Analysis of a Time Series (P. Unnikrishnan, V. Jothiprakash)....Pages 311-322 Fourier-Type Monitoring Procedures for Strict Stationarity (S. Lee, S. G. Meintanis, C. Pretorius)....Pages 323-336 Nonparametric and Parametric Methods for Change-Point Detection in Parametric Models (G. Ciuperca)....Pages 337-356 Variance Estimation Free Tests for Structural Changes in Regression (Barbora Peštová, Michal Pešta)....Pages 357-373 Bootstrapping Harris Recurrent Markov Chains (Gabriela Ciołek)....Pages 375-387 Back Matter ....Pages 389-390