A. R. Barron, L. Györfi, Distribution Estimation, Tan F. Wong, ...
[15] M. S. Bartlett, “The characteristic function of a conditional statistic, ” J.
Chapter 16 Nonparametric Prediction (2008)
László Györfi, Dominik Schäfer, L. Györfi, D. Schäfer
Abstract. In this chapter we consider the prediction of stationary time series for various loss functions: squared loss (as it arises in the regression problem), 0 − 1 loss (pattern recognition)...
Error Exponents for Hypothesis Testing of the General Source (2008)
L. Devroye, L. Györfi, G. Lugosi, A Probabilistic, Theory Pattern, Kiminori Iriyama
The authors are grateful to Taesup Moon for his help with the experimental
A simple randomized algorithm for sequential prediction of ergodic time series (2008)
Györfi, L., Lugosi, G., Morvai, G.
We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show...
Nonparametric Independence Tests: Space Partitioning and Kernel Approaches (2008)
Gretton, A., Györfi, L., Freund, Y., Györfi, L., Turán, G., Zeugmann, T.
Three simple and explicit procedures for testing the independence of two multi-dimensional random variables are described. Two of the associated test statistics (L1, log-likelihood) are defined when...
Gérard Biau, Benoît Cadre, Luc Devroye, László Györfi, G. Biau, B. Cadre, ...
Abstract Let f be an unknown multivariate density belonging to a set of densities Fk ∗ of finite associated Vapnik–Chervonenkis dimension, where the complexity k ∗ is unknown, and Fk ⊂ Fk+1...
Dominik Schäfer, Hauptberichter Prof, Dr. H. Walk, Mitberichter Prof, Dr. V. Claus, Prof Dr, ...
dedicated to
Nonparametric Entropy Estimation: An Overview (1997)
J. Beirlant, E. J. Dudewicz, L. Györfi, E. C. Meulen
Dedicated to Professor L. L. Campbell, in celebration of his longstanding career in mathematics and statistics and in tribute to his many scholarly contributions to information theory. An overview is...
Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models
We consider f-disparities between discrete distributions pn=(pn1,...,pnkn) and their estimates based on relative frequencies in an i.i.d. sample of size n, where is twice continuously differentiable...