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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...
Persistent link: https://www.econbiz.de/10009219851
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 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/10003309089
Uniform confidence bands for densities f via nonparametric kernel estimates were first constructed by Bickel and Rosenblatt [Ann. Statist. 1, 1071.1095]. In this paper this is extended to confidence bands in the deconvolution problem g = f for an ordinary smooth error density . Under certain...
Persistent link: https://www.econbiz.de/10010300661
Persistent link: https://www.econbiz.de/10010946453
Persistent link: https://www.econbiz.de/10010947601
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...
Persistent link: https://www.econbiz.de/10005152917
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...
Persistent link: https://www.econbiz.de/10005294576