Simultaneous confidence bands and hypothesis testing for single-index models
نویسندگان
چکیده
منابع مشابه
2005: Bootstrapping Simultaneous Confidence Bands
Once a regression has been fitted to data, it is usually necessary to add confidence intervals to indicate the accuracy of the fitted regression line. This can easily be done for individual explanatory variable values. However sometimes confidence limits are needed simultaneously for the whole range of explanatory variable values of interest. In other words the problem is to construct a confide...
متن کاملSimultaneous Confidence Bands for Penalized Spline Estimators
In this paper we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (i) as a standard (fixed effect) nonparametric model, (ii) using the mixed model framework with the spline coefficients as random effects and (iii) a Bayesian approach. The volume-of-tube formula is applied for the first two methods and co...
متن کاملConfidence Intervals and Hypothesis Testing for High-Dimensional Statistical Models
Fitting high-dimensional statistical models often requires the use of non-linear parameter estimation procedures. As a consequence, it is generally impossible to obtain an exact characterization of the probability distribution of the parameter estimates. This in turn implies that it is extremely challenging to quantify the uncertainty associated with a certain parameter estimate. Concretely, no...
متن کاملConfidence Intervals and Hypothesis Testing.∗
If you have just two discrete hypotheses, then a hypothesis test is simply an application of Bayes’ Theorem. You check to see whether your data can reasonably be explained by that boring old null hypothesis (conventionally called H0), or not. To test H0, you need to compare it to one other model. One never tests a hypothesis in isolation; it is tested against an alternative (typically called H1...
متن کاملA New Method for Sperm Detection in Human Semen: Combination of Hypothesis Testing and Local Mapping of Wavelet Sub-Bands
Introduction Automated methods for sperm characterization in microscopic videos have some limitations such as: low contrast of the video frames and possibility of neighboring sperms to touch each other. In this paper a new method is introduced for detection of sperms in microscopic videos. Materials and Methods In this work, first microscopic videos are captured from specimens of human semen. S...
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: Statistica Sinica
سال: 2014
ISSN: 1017-0405
DOI: 10.5705/ss.2012.127