高斯分布尺度混合后带误差的半参数模型估计

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY Brazilian Journal of Probability and Statistics Pub Date : 2021-03-01 DOI:10.1214/20-BJPS476
Marcelo M. Taddeo, P. Morettin
{"title":"高斯分布尺度混合后带误差的半参数模型估计","authors":"Marcelo M. Taddeo, P. Morettin","doi":"10.1214/20-BJPS476","DOIUrl":null,"url":null,"abstract":"In this paper we consider a semiparametric regression model where the error follows a scale mixture of Gaussian distributions. The purpose is to estimate the target function which is assumed to belong to some class of functions using the EM algorithm and approximations via P -splines and B-splines. We illustrate the proposed methodology through several simulation studies. Other forms of function approximation are also studied, namely Fourier and wavelet expansions.","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions\",\"authors\":\"Marcelo M. Taddeo, P. Morettin\",\"doi\":\"10.1214/20-BJPS476\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper we consider a semiparametric regression model where the error follows a scale mixture of Gaussian distributions. The purpose is to estimate the target function which is assumed to belong to some class of functions using the EM algorithm and approximations via P -splines and B-splines. We illustrate the proposed methodology through several simulation studies. Other forms of function approximation are also studied, namely Fourier and wavelet expansions.\",\"PeriodicalId\":51242,\"journal\":{\"name\":\"Brazilian Journal of Probability and Statistics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2021-03-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Brazilian Journal of Probability and Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/20-BJPS476\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Brazilian Journal of Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/20-BJPS476","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0

摘要

在本文中,我们考虑了一个半参数回归模型,其中误差遵循高斯分布的比例混合。其目的是使用EM算法和P样条和B样条的近似来估计被假设属于某类函数的目标函数。我们通过几个模拟研究来说明所提出的方法。还研究了其他形式的函数近似,即傅立叶展开和小波展开。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions
In this paper we consider a semiparametric regression model where the error follows a scale mixture of Gaussian distributions. The purpose is to estimate the target function which is assumed to belong to some class of functions using the EM algorithm and approximations via P -splines and B-splines. We illustrate the proposed methodology through several simulation studies. Other forms of function approximation are also studied, namely Fourier and wavelet expansions.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
1.60
自引率
10.00%
发文量
30
审稿时长
>12 weeks
期刊介绍: The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes. More specifically, the following types of contributions will be considered: (i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects. (ii) Original articles developing theoretical results. (iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it. (iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.
期刊最新文献
Multivariate zero-inflated Bell–Touchard distribution for multivariate counts: An application to COVID-related data Unit gamma regression models for correlated bounded data Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models On quasi Pólya thinning operator Divide-and-conquer Metropolis–Hastings samplers with matched samples
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1