Estimation and confidence sets for sparse normal mixtures
نویسندگان
چکیده
منابع مشابه
Estimation and Confidence Sets For Sparse Normal Mixtures
For high dimensional statistical models, researchers have begun to focus on situations which can be described as having relatively few moderately large coefficients. Such situations lead to some very subtle statistical problems. In particular, Ingster and Donoho and Jin have considered a sparse normal means testing problem, in which they described the precise demarcation, or the detection bound...
متن کاملConfidence Sets in Boundary and Set Estimation
Let p1 ≤ p2 and consider estimating a fixed set {x : p1 ≤ f(x) ≤ p2} by the random set {x : p1 ≤ f̂n(x) ≤ p2}, where f̂n is a consistent estimator of the continuous function f . This paper gives consistency conditions for these sets, and provides a new method to construct confidence regions from empirical averages of sets. The method can also be used to construct confidence regions for sets of th...
متن کاملEstimation and Confidence Regions for Parameter Sets in Econometric Models*
This paper provides estimators and confidence regions for minima of an econometric criterion function Q(θ). The minima form a set of parameters, ΘI , called here the identified set. In economic applications, ΘI represents a set of economic models that in population pass the set of testable restrictions embodied in Q(θ). When ΘI is a singleton, the confidence sets reduce to the conventional conf...
متن کاملAnisotropic Normal Estimation for Sparse Point Clouds
This technical report presents a normal estimation method for point clouds with low sampling density and sharp features. To achieve the best trade-off between quality and performance, normal of a point on smooth regions is estimated using a isotropic neighborhood with constant size; but normal of a point near features are evaluated with an anisotropic neighborhood from which the local tangent p...
متن کاملCumulative Risk Estimation for Chemical Mixtures
In reality, humans are always exposed to a combination of toxic substances and seldom to a single agent. Simultaneous exposure to a multitude of chemicals could result in unexpected consequences. The combined risk may lead to greater or less than a simple summation of the effects induced by chemicals given individually. Here, a method is proposed for estimating the cumulative risk which is the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2007
ISSN: 0090-5364
DOI: 10.1214/009053607000000334