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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...
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Uniform confidence bands for densities "f" via non-parametric kernel estimates were first constructed by Bickel and Rosenblatt. In this paper this is extended to confidence bands in the deconvolution problem "g"="f"*"ψ" for an ordinary smooth error density "ψ". Under certain regularity...
Persistent link: https://www.econbiz.de/10005140168
We study non-parametric tests for checking parametric hypotheses about a multivariate density f of independent identically distributed random vectors Z1,Z2,... which are observed under additional noise with density [psi]. The tests we propose are an extension of the test due to Bickel and...
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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
We propose two test statistics for use in inverse regression problems "Y"="K""&thgr;"+"ϵ", where "K" is a given linear operator which cannot be continuously inverted. Thus, only noisy, indirect observations "Y" for the function "&thgr;" are available. Both test statistics have a counterpart in classical...
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type="main" xml:id="rssb12047-abs-0001" <title type="main">Summary</title> <p>We introduce a new estimator, the simultaneous multiscale change point estimator SMUCE, for the change point problem in exponential family regression. An unknown step function is estimated by minimizing the number of change points over the...</p>
Persistent link: https://www.econbiz.de/10011036381