13 citations · 38 across the 26 of their papers we have counts for
12 papers · 1 filter
Least absolute deviation estimation for AR(1) processes with roots close to unity
Nannan Ma, Hailin Sang, Guangyu Yang
We establish the asymptotic theory of least absolute deviation estimators for AR(1) processes with autoregressive parameter satisfying for some fixed as $n\to\in…
On the integrated mean squared error of wavelet density estimation for linear processes
Aleksandr Beknazaryan, Hailin Sang, Peter Adamic
Let be a linear process with density function . We study wavelet density estimation of . Under some regular conditions on the characterist…
Variable bandwidth kernel regression estimation
Janet Nakarmi, Hailin Sang, Lin Ge
In this paper we propose a variable bandwidth kernel regression estimator for observations in to improve the classical Nadaraya-Watson estimator. The bias i…
Shannon entropy estimation for linear processes
Timothy Fortune, Hailin Sang
In this paper, we estimate the Shannon entropy $S(f) = -\E[ \log (f(x))]$ of a one-sided linear process with probability density function . We employ the integral estimator $…
Cramér Type Moderate Deviations for Random Fields
Aleksandr Beknazaryan, Hailin Sang, Yimin Xiao
We study the Cramér type moderate deviation for partial sums of random fields by applying the conjugate method. The results are applicable to the partial sums of linear random fiel…
On mutual information estimation for mixed-pair random variables
Aleksandr Beknazaryan, Xin Dang, Hailin Sang
We study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate…
Central limit theorem for the variable bandwidth kernel density estimators
Janet Nakarmi, Hailin Sang
In this paper we study the ideal variable bandwidth kernel density estimator introduced by McKay (1993) and Jones, McKay and Hu (1994) and the plug-in practical version of the vari…
Kernel entropy estimation for linear processes
Hailing Sang, Yongli Sang, Fangjun Xu
Let be a linear process with bounded probability density function . We study the estimation of the quadratic functional $\int_{\mathbb{R}} f^2(x)\,…
Memory properties of transformations of linear processes
Hailin Sang, Yongli Sang
In this paper, we study the memory properties of transformations of linear processes. Dittmann and Granger (2002) studied the polynomial transformations of Gaussian FARIMA(0,d,0) p…
Exact Moderate and Large Deviations for Linear Processes
Magda Peligrad, Hailin Sang, Yunda Zhong +1
Large and moderate deviation probabilities play an important role in many applied areas, such as insurance and risk analysis. This paper studies the exact moderate and large deviat…
Uniform asymptotics for kernel density estimators with variable bandwidths
Evarist Giné, Hailin Sang
It is shown that the Hall, Hu and Marron [Hall, P., Hu, T., and Marron J.S. (1995), Improved Variable Window Kernel Estimates of Probability Densities, {\it Annals of Statistics},…
On the estimation of smooth densities by strict probability densities at optimal rates in sup-norm
Evarist Giné, Hailin Sang
It is shown that the variable bandwidth density estimator proposed by McKay (1993a and b) following earlier findings by Abramson (1982) approximates density functions in $C^4(\math…