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相关论文: Nonparametric modal regression in the presence of …

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Modal regression estimates the local modes of the distribution of $Y$ given $X=x$, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple…

统计方法学 · 统计学 2016-03-31 Yen-Chi Chen , Christopher R. Genovese , Ryan J. Tibshirani , Larry Wasserman

In this article, we propose a new nonparametric data analysis tool, which we call nonparametric modal regression, to investigate the relationship among interested variables based on estimating the mode of the conditional density of a…

统计方法学 · 统计学 2016-02-23 Weixin Yao , Sijia Xiang

In the context of estimating local modes of a conditional density based on kernel density estimators, we show that existing bandwidth selection methods developed for kernel density estimation are unsuitable for mode estimation. We propose…

统计计算 · 统计学 2017-11-02 Haiming Zhou , Xianzheng Huang

Multimodal regression estimation methods are introduced for regression models involving circular response and/or covariate. The regression estimators are based on the maximization of the conditional densities of the response variable over…

统计方法学 · 统计学 2024-01-10 María Alonso-Pena , Rosa M. Crujeiras

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

统计理论 · 数学 2011-12-25 Rawane Samb

Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…

统计方法学 · 统计学 2025-04-08 Ana Pérez-González , Tomás R. Cotos-Yáñez , Rosa M. Crujeiras

We consider estimating the density of a response conditioning on an error-prone covariate. Motivated by two existing kernel density estimators in the absence of covariate measurement error, we propose a method to correct the existing…

统计方法学 · 统计学 2020-01-09 Xianzheng Huang , Haiming Zhou

We propose two classes of nonparametric point estimators of $\theta=P(X<Y)$ in the case where $(X,Y)$ are paired, possibly dependent, absolutely continuous random variables. The proposed estimators are based on nonparametric estimators of…

统计方法学 · 统计学 2013-03-27 J. A. Montoya , F. J. Rubio

This paper is concerned with general nonlinear regression models where the predictor variables are subject to Berkson-type measurement errors. The measurement errors are assumed to have a general parametric distribution, which is not…

统计理论 · 数学 2009-08-21 Liqun Wang

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

机器学习 · 统计学 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

统计方法学 · 统计学 2023-01-23 Mijeong Kim

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…

统计方法学 · 统计学 2023-02-03 Mohammad W. Hattab , David Ruppert

We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate…

机器学习 · 统计学 2017-12-27 Hirofumi Ohta , Satoshi Hara

For highly skewed or fat-tailed distributions, mean or median-based methods often fail to capture the central tendencies in the data. Despite being a viable alternative, estimating the conditional mode given certain covariates (or mode…

计量经济学 · 经济学 2024-12-10 Eduardo Schirmer Finn , Eduardo Horta

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

应用统计 · 统计学 2013-04-04 Van Hanh Nguyen , Catherine Matias

An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…

统计方法学 · 统计学 2024-07-02 Qingyang Liu , Xianzheng Huang

In this paper we study the problem of pointwise density estimation from observations with multiplicative measurement errors. We elucidate the main feature of this problem: the influence of the estimation point on the estimation accuracy. In…

统计方法学 · 统计学 2018-07-13 Denis Belomestny , Alexander Goldenshluger

Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals.…

统计方法学 · 统计学 2012-06-26 Michael P. Holmes , Alexander G. Gray , Charles Lee Isbell

This paper presents a Bayesian sampling approach to bandwidth estimation for the local linear estimator of the regression function in a nonparametric regression model. In the Bayesian sampling approach, the error density is approximated by…

统计方法学 · 统计学 2020-11-10 Han Lin Shang , Xibin Zhang

Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…

统计方法学 · 统计学 2012-08-03 Keming Yu , Katerina Aristodemou
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