Showing 1 - 6 of 6
We present a new approach to handle dependencies within the general framework of case-control designs, illustrating our approach by a particular application from the field of genetic epidemiology. The method is derived for parent-offspring trios, which will later be relaxed to more general...
Persistent link: https://www.econbiz.de/10005683595
We present general results on the identifiability of finite mixtures of elliptical distributions under conditions on the characteristic generators or density generators. Examples include the multivariate "t"-distribution, symmetric stable laws, exponential power and Kotz distributions. In each...
Persistent link: https://www.econbiz.de/10005285199
The purpose of this paper was to propose a procedure for testing the equality of several regression curves "f"<sub>"i"</sub> in non-parametric regression models when the noise is inhomogeneous and heteroscedastic, i.e. when the variances depend on the regressor and may vary between groups. The presented...
Persistent link: https://www.econbiz.de/10005285144
Persistent link: https://www.econbiz.de/10005195852
In practical applications, when testing parametric restrictions for hidden Markov models (HMMs), one frequently encounters non-standard situations such as testing for zero entries in the transition matrix, one-sided tests for the parameters of the transition matrix or for the components of the...
Persistent link: https://www.econbiz.de/10005683576
We derive the asymptotic distribution of the integrated square error of a deconvolution kernel density estimator in supersmooth deconvolution problems. Surprisingly, in contrast to direct density estimation as well as ordinary smooth deconvolution density estimation, the asymptotic distribution...
Persistent link: https://www.econbiz.de/10005285123