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Let (X, Y) be an d--valued regression pair, whereXhas a density andYis bounded. Ifni.i.d. samples are drawn from this distribution, the Nadaraya-Watson kernel regression estimate in dwith Hilbert kernelK(x)=1/||x||dis shown to converge weakly for all such regression pairs. We also show that...
Persistent link: https://www.econbiz.de/10005106960
This paper is motivated by a wide range of background correction problems in gene array data analysis, where the raw gene expression intensities are measured with error. Estimating a conditional density function from the contaminated expression data is a key aspect of statistical inference and...
Persistent link: https://www.econbiz.de/10011116243
We consider the problem of simultaneous variable selection and estimation in additive partially linear Cox’s proportional hazards models with high-dimensional or ultra-high-dimensional covariates in the linear part. Under the sparse model assumption, we apply the smoothly clipped absolute...
Persistent link: https://www.econbiz.de/10010743754
Our goal is to predict a scalar value or a group membership from the discretized observation of curves with sharp local features that might vary both vertically and horizontally. To this aim, we propose to combine the use of the nonparametric functional regression estimator developed by Ferraty...
Persistent link: https://www.econbiz.de/10011041886
In this study, a more general single-index regression model was presented to characterize the relationship between a dichotomous response and covariates of interest. With M-phase (M≥2) case-control data supplemented by information on a response and certain covariates, we propose a pseudo...
Persistent link: https://www.econbiz.de/10011042005