Showing 1 - 10 of 20
In some problems involving functional data, it is desired to undertake prediction or classification before the full trajectory of a function is observed. In such cases, it is often preferable to suffer somewhat greater error in return for making a decision relatively early. The prediction and...
Persistent link: https://www.econbiz.de/10010600368
Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the literature is sparse for nonlinear mixed models under...
Persistent link: https://www.econbiz.de/10005743454
We introduce new robust small area estimation procedures based on area-level models. We first find influence functions corresponding to each individual area-level observation by measuring the divergence between the posterior density functions of regression coefficients with and without that...
Persistent link: https://www.econbiz.de/10005569423
Distance-based classifiers are generally considered to be effective at discriminating between populations that differ in location. Indeed, nearest-neighbour methods and the support vector machine are frequently used in very high-dimensional problems involving gene expression data, where it is...
Persistent link: https://www.econbiz.de/10005018150
If Fourier series are used as the basis for inference in deconvolution problems, the effects of the errors factorise out in a way that is easily exploited empirically. This property is the consequence of elementary addition formulae for sine and cosine functions, and is not readily available...
Persistent link: https://www.econbiz.de/10005743412
We suggest a completely empirical approach to the construction of confidence bands for hazard functions, based on smoothing the Nelsen-Aalen estimator. In particular, we introduce a local bandwidth-choice method. Our approach uses empirical information about both the survival rate and the...
Persistent link: https://www.econbiz.de/10005743413
We suggest a nonparametric approach to making inference about the structure of distributions in a potentially infinite-dimensional space, for example a function space, and displaying information about that structure. It is suggested that the simplest way of presenting the structure is through...
Persistent link: https://www.econbiz.de/10005743481
The objective of this paper is to estimate a bivariate density nonparametrically from a dataset from the joint distribution and datasets from one or both marginal distributions. We develop a copula-based solution, which has potential benefits even when the marginal datasets are empty. For...
Persistent link: https://www.econbiz.de/10005743497
Penalised spline regression is a popular new approach to smoothing, but its theoretical properties are not yet well understood. In this paper, mean squared error expressions and consistency results are derived by using a white-noise model representation for the estimator. The effect of the...
Persistent link: https://www.econbiz.de/10005559394
Motivated by applications in high-dimensional settings, we suggest a test of the hypothesis H-sub-0 that two sampled distributions are identical. It is assumed that two independent datasets are drawn from the respective populations, which may be very general. In particular, the distributions may...
Persistent link: https://www.econbiz.de/10005559401