A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates.
Sucharita GhoshPublished in: Commun. Stat. Simul. Comput. (2020)
Keyphrases
- confidence intervals
- unbiased estimator
- sufficiently small
- estimation error
- pointwise
- rao bound
- accurate estimation
- turning points
- simultaneously estimating
- information theoretic
- variance reduction
- density estimates
- confidence estimates
- machine learning
- bias variance decomposition
- theoretical analysis
- position estimation
- dynamic time warping
- non stationary
- low variance
- estimation process
- nonparametric regression
- maximum likelihood
- small number