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 ...

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 ...