A Semiparametric Covariance Estimator Immune to Arbitrary Signal Drift

The semiparametric case-only estimator.

We propose a semiparametric case-only estimator of multiplicative gene-environment or gene-gene interactions, under the assumption of conditional independence of the two factors given a vector of potential confounding variables. Our estimator yields valid inferences on the interaction function if either but not necessarily both of two unknown baseline functions of the confounders is correctly m...

A Semiparametric Estimator of Random Eeects

The use of a linear estimator to estimate random eeects in a Mixed Model is not necessarily optimal if the prior distribution is non-normal. Either a frequentist or Bayesian approach leads to the Best Linear Unbiased Predictor (BLUP), but an empirical Bayes approach produces a multivariate, non-linear, single-pass kernel-based estimator (the General Empirical Bayes or GEB es-timator) that allow...

Estimation of Covariance Matrix in Signal Processing When the Noise Covariance Matrix is Arbitrary

Generalized Ridge Regression Estimator in Semiparametric Regression Models

In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...

Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors

Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model with correlated errors with having Gaussian distribution is determined and the convergence ratio of estimator computed. To evaluate the wavelet th...