Showing 1 - 10 of 104
Persistent link: https://www.econbiz.de/10007906093
Persistent link: https://www.econbiz.de/10007869667
Persistent link: https://www.econbiz.de/10006543541
<Para ID="Par1">This paper is concerned about robust comparison of two regression curves. Most of the procedures in the literature are least-squares-based methods with local polynomial approximation to nonparametric regression. However, the efficiency of these methods is adversely affected by outlying...</para>
Persistent link: https://www.econbiz.de/10011240917
Conventional Phase II statistical process control (SPC) charts are designed using control limits; a chart gives a signal of process distributional shift when its charting statistic exceeds a properly chosen control limit. To do so, we only know whether a chart is out-of-control at a given time....
Persistent link: https://www.econbiz.de/10010848055
Local polynomial regression is widely used for nonparametric regression. However, the efficiency of least squares (LS) based methods is adversely affected by outlying observations and heavy tailed distributions. On the other hand, the least absolute deviation (LAD) estimator is more robust, but...
Persistent link: https://www.econbiz.de/10011042049
This article is concerned with the calibration of the empirical likelihood (EL) for high-dimensional data where the data dimension may increase as the sample size increases. We analyze the asymptotic behavior of the EL under a general multivariate model and provide weak conditions under which...
Persistent link: https://www.econbiz.de/10011000060
The varying coefficient model is widely used as an extension of the linear regression model. Many procedures have been developed for the model estimation, and recently efficient variable selection procedures for the varying coefficient model have been proposed as well. However, those variable...
Persistent link: https://www.econbiz.de/10011151397
High-dimensional data are becoming prevalent, and many new methodologies and accompanying theories for high-dimensional data analysis have emerged in response. Empirical likelihood, as a classical nonparametric method of statistical inference, has proved to possess many good features. In this...
Persistent link: https://www.econbiz.de/10010995168
This paper deals with the necessary and sufficient conditions for non-interaction of the upper-sided and lower-sided EWMAs with reflecting boundaries, the average run length, the Laplace transform of the run length and some analysis under the condition of interaction.
Persistent link: https://www.econbiz.de/10005053158