摘要:

Explicit formulas approximating the density of the least squares estimates in the gaussian nonlinear regression aer discussed. A new, simpler proof is presented for the formula given in A. PÁZMAN [6], and the terms evaluating the difference between the true and the approximative formulas are corrected. The presented investigation is nonasymptotic (i.e. for a fixed sample size).

ISSN:0233-1888    

DOI:10.1080/02331888708801983

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

J. Stoer: Einführung in die Numerische Mathematik I. Reihe: Heidelberger Taschenbücher. Springer-Verlag, Berlin - Heridelberg - New York - Tokyo 1983, XII, 297 S., DM 26,-.

ISSN:0233-1888    

DOI:10.1080/02331888608801984

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

ISSN:0233-1888    

DOI:10.1080/02331888708801985

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

The use of kernel regression estimators is well known in the estimation of regression surfaces. The estimators involve a kernel with bandwidth h(≷0). The choice of h is important since a small h gives an estimator with a large variance, but if a large h is used then the bias is large. he bias is under specific smoothness assumptions, a functional of higher derivatives of the regression curve. Form a nonparametric viewpoint it is therefore desirable to choose the bandwidth in such a way that the variance and the bias are balanced independently of the smoothness of the curve. In this paper it is shown how such an asymptotically optimal h can be found. The construction of such an optimal bandwidth independent of the smoothness of the regression curve gives a positive answer to Question 3 of STONE'S (1982) paper. The proof only requires mild assumptions on the underlying density and the moments of the dependent variable y. An interesting relationship is discovered between the moments ofy and the smoothness of the kernel. The results of the present work extend that of STONE (1984) on kernel density estimation.

ISSN:0233-1888    

DOI:10.1080/02331888708801986

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

J. Specht: Apl-Praxis. Reihe: Leitfä der angewandten Informatik. B.G. Teubner, Stuttgart 1983, 192 S., DM 22,80.

ISSN:0233-1888    

DOI:10.1080/02331888608801987

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

We note that the well-known FABIAN'S approach to stochastic approximation of minima of smooth regressiion functions carries over to kernel estimation of smooth densities in a straightforward manner. Both finitely many times differentiable and analytic densities are considered.

ISSN:0233-1888    

DOI:10.1080/02331888708801988

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

W. Kropatsch (Hrsg.): Mustererkennung 1984. Dagm/öagm Syposium, Graz. 2.-4. Oktober 1984, Proceedings. (Informatik-Fachberchte 87.) Berlin - Heidelberg - New York - Tokyo: Springer-Verlag 1984, IX,351 PP. DM 46.-Isbn 3-540-13859-5.

ISSN:0233-1888    

DOI:10.1080/02331888708801989

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

Using the properties of hypothese separability, tests of marginal linear and log-linear hypothese in the two and three-dimensional contingency tables are given. Equally these properties given rise to parameters estimations under marginal linear and log linear restraints. The calculation of the statistics and of the estimations under restraints does not need matrix inversion nor iterative procedures. A numerical example is given.

ISSN:0233-1888    

DOI:10.1080/02331888708801990

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

Levine D.M., Berenson M.L., Stephan D.: Using the Spss batch system with basic business statistics. Prentice.Hall,Inc., Englewood Cliffs, New Jersey, 1983, 69 S., S 12.10.

ISSN:0233-1888    

DOI:10.1080/02331888708801991

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor

摘要:

Statistical inference in generalized linear models is based on the premises that the maximum likelihood estimator of unknown parameters is consistent and asymptotically normal, and that various test statistics have a limiting x2-distribution. FAHRMEIR and KAUFMANN (1985) present mild conditions which assure consistency and asymptotic normality of the maximum likelihood estimator. In this paper it is shown that under essentially tha same conditions the likelihood ration statistic, the Wald statistics and the score statistic are asymptotically equivalent, i.e. they have the same limiting x2-distributions under the general linear hypothesis as well as under suitable sequences of alternatives. Thus, statistical inference in generalized linear models is asymptotically justified under rather weak requirements.

ISSN:0233-1888    

DOI:10.1080/02331888708801992

出版商:Akademie-Verlag    

年代:1987

数据来源: Taylor