منابع مشابه
Nonparametric regression to the mean.
Available data may reflect a true but unknown random variable of interest plus an additive error, which is a nuisance. The problem in predicting the unknown random variable arises in many applied situations where measurements are contaminated with errors; it is known as the regression-to-the-mean problem. There exists a well known solution when both the distributions of the true underlying rand...
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The evaluation of rehabilitation programmes may be distorted by regression to the mean: In a group of patients with extreme measurement values, these values tend to be less extreme on a following point in time due to merely random components and regardless of a "true" treatment effect. If this effect is not taken into account the effectiveness of rehabilitation programmes may be estimated wrong...
متن کاملBayesian nonparametric modeling for mean residual life regression
The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the survival distribution. However, it has received limited attention in terms of inference methods under a probabilistic modeling framework. We seek to provide gener...
متن کاملEffect of Mean on Variance Function Estimation in Nonparametric Regression
Variance function estimation in nonparametric regression is considered and the minimax rate of convergence is derived. We are particularly interested in the effect of the unknown mean on the estimation of the variance function. Our results indicate that, contrary to the common practice, it is often not desirable to base the estimator of the variance function on the residuals from an optimal est...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 2003
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.1733547100