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math.ST2026
On large bandwidth matrix values kernel smoothed estimators for multi-index models
Taku Moriyama
The kernel smoothing with large bandwidth values causes oversmoothing or underfitting in general. However, when irrelevant variables are included, the corresponding large bandwidth…
math.ST2024
On tail inference in iid settings with nonnegative extreme value index
Taku Moriyama
In extreme value inference it is a fundamental problem how the target value is required to be extreme by the extreme value theory. In iid settings this study both theoretically and…