摘要:

Multivariate linear models with ellipsoidal restrictions are introduced for the modelling of semiparametric regression situations with smooth regression functions. Nonparametric and generalized additive models are covered as special cases.

ISSN:0233-1888    

DOI:10.1080/02331889908802679

出版商:Gordon & Breach Science Publishers    

年代:1999

数据来源: Taylor

摘要:

This methodological paper discusses the application of “adaptive” non-parametric procedures for estimating regression functions or contrasts in situations with quantitative regressands and qualitative regressors. We propose to apply an adaptive regressogram, that is the selection of a regressogram estimate among the class of regressograms corresponding to all possible partitions of the regressor range. Our selection criterion is an analog to Mallows’Cpand this allows to state some small sample and asymptotic properties of the adaptive estimator. We also comment on stepwise selection procedures. The details of the procedure are presented in several interesting special cases,e.g.,the two- or three-sample problem and the twoway classification. We illustrate there possible improvements over the usual least squares (ANOVA-) estimates.

ISSN:0233-1888    

DOI:10.1080/02331889908802680

出版商:Gordon & Breach Science Publishers    

年代:1999

数据来源: Taylor

摘要:

Under the general mixed linear model, linear admissible estimators for linear functions of fixed and random effects are considered, when the mean square error matrix risk is adopted as the criterion for evaluating estimators. It is demonstrated that advantage can be taken from well known results about linear admissible estimators for fixed effects only. The derived characterizations also provide the generalized and corrected version of an earlier attempt from Lin and Young [9].

ISSN:0233-1888    

DOI:10.1080/02331889908802681

出版商:Gordon & Breach Science Publishers    

年代:1999

数据来源: Taylor

摘要:

We consider an estimate of the diffusion coefficient which arises in a stochastic differential equation, defining a certain time-continuous process. The used equation is:whereis a standard Brownian motion andσis the diffusion coefficient. We obtain the pointwise and uniform almost sure consistency for the kernel estimate of the diffusion coefficient under a strong mixing condition.

ISSN:0233-1888    

DOI:10.1080/02331889908802682

出版商:Gordon & Breach Science Publishers    

年代:1999

数据来源: Taylor

摘要:

A central limit theorem is established for the sum of stochastically dependent generalized linear and quadratic forms which is often seen in statistical applications. It is shown that a mild correlation type condition is sufficient to ensure that Liapounoff type conditions on the linear and quadratic forms individually will imply asymptotic normality of their sum.

ISSN:0233-1888    

DOI:10.1080/02331889908802683

出版商:Gordon & Breach Science Publishers    

年代:1999

数据来源: Taylor

摘要:

Jeffrey D. Hart: Nonparametric Smoothing and Lack-of-Fit Tests. Springer Verlag 1997, ISBN 0-387-94980-1

ISSN:0233-1888    

DOI:10.1080/02331889908802684

出版商:Gordon & Breach Science Publishers    

年代:1999

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331889908802678

出版商:Gordon & Breach Sceince Publishers    

年代:1999

数据来源: Taylor