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An attractive nonparametric method to detect change-points sequentially is to apply control charts based on kernel smoothers. Recently, the strong convergence of the associated normed delay associated with such a sequential stopping rule has been studied under sequences of out-of-control models....
Persistent link: https://www.econbiz.de/10010306249
We study locally D-optimal designs for some exponential models that are frequently used in the biological sciences. The model can be written as an algebraic sum of two or three exponential terms. We show that approximate locally D-optimal designs are supported at a minimal number of points and...
Persistent link: https://www.econbiz.de/10010296604
We determine optimal designs for some regression models which are frequently used for describing 3D shapes. These … information matrix in the spherical harmonic regression model as the uniform distribution and are therefore directly implementable …
Persistent link: https://www.econbiz.de/10010296608
The purpose of this paper is to propose a procedure for testing the equality of several regression curves fi in … nonparametric regression models when the noise is inhomogeneous. This extends work of Dette and Neumeyer (2001) and it is shown that … maximum likelihood statistic from a heteroscedastic one way ANOVA to the context of nonparametric regression. The maximum …
Persistent link: https://www.econbiz.de/10010296611
In this paper it is shown that the number of latent factors in a multiple multivariate regression model need not be …
Persistent link: https://www.econbiz.de/10010296612
common linear and nonparametric regression model, which are based on empirical processes of residuals. It is well known that … linear and nonparametric regression models. …
Persistent link: https://www.econbiz.de/10010296621
In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates … Pilz (2003) and combines density and regression estimation techniques to obtain a monotone curve estimate of the inverse of … the isotone regression function. The three concepts are briefly reviewed and their finite sample properties are studied by …
Persistent link: https://www.econbiz.de/10010296624
A monotone estimate of the conditional variance function in a heteroscedastic, nonpara- metric regression model is …
Persistent link: https://www.econbiz.de/10010296626
In this note we consider several goodness-of-fit tests for model specification in non- parametric regression models … asymptotically optimal bandwidth for the estimation of the regression function. We prove weak convergence of these processes to …
Persistent link: https://www.econbiz.de/10010296632
. In this paper we describe a program to use this approach based on a combination of multinomial logistic regression and … [epsilon]-support vector regression from modern statistical machine learning. …
Persistent link: https://www.econbiz.de/10010296633