Stochastic search for semiparametric linear regression models
| Data(s) |
01/03/2013
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|---|---|
| Resumo |
This paper introduces and analyzes a stochastic search method for parameter estimation in linear regression models in the spirit of Beran and Millar [Ann. Statist. 15(3) (1987) 1131–1154]. The idea is to generate a random finite subset of a parameter space which will automatically contain points which are very close to an unknown true parameter. The motivation for this procedure comes from recent work of Dümbgen et al. [Ann. Statist. 39(2) (2011) 702–730] on regression models with log-concave error distributions. |
| Formato |
application/pdf |
| Identificador |
http://boris.unibe.ch/41511/1/StochSearch_ims.pdf Dümbgen, Lutz; Samworth, Richard J.; Schuhmacher, Dominic (1 March 2013). Stochastic search for semiparametric linear regression models. In: From Probability to Statistics and Back: High-Dimensional Models and Processes. A Festschrift in Honor of Jon Wellner. IMS Collections: Vol. 9 (pp. 78-90). Hayward, California: Institute of Mathematical Statistics 10.1214/12-IMSCOLL907 <http://dx.doi.org/10.1214/12-IMSCOLL907> doi:10.7892/boris.41511 info:doi:10.1214/12-IMSCOLL907 urn:issn:1939-4039 urn:isbn:978-0-940600-83-6 |
| Idioma(s) |
eng |
| Publicador |
Institute of Mathematical Statistics |
| Relação |
http://boris.unibe.ch/41511/ http://projecteuclid.org/euclid.imsc/1362751181 |
| Direitos |
info:eu-repo/semantics/openAccess |
| Fonte |
Dümbgen, Lutz; Samworth, Richard J.; Schuhmacher, Dominic (1 March 2013). Stochastic search for semiparametric linear regression models. In: From Probability to Statistics and Back: High-Dimensional Models and Processes. A Festschrift in Honor of Jon Wellner. IMS Collections: Vol. 9 (pp. 78-90). Hayward, California: Institute of Mathematical Statistics 10.1214/12-IMSCOLL907 <http://dx.doi.org/10.1214/12-IMSCOLL907> |
| Palavras-Chave | #510 Mathematics |
| Tipo |
info:eu-repo/semantics/conferenceObject info:eu-repo/semantics/publishedVersion PeerReviewed |
