作者:Duchamp, T; Stuetzle, W
作者单位:University of Washington; University of Washington Seattle
摘要:Principal curves were introduced to formalize the notion of ''a curve passing through the middle of a dataset.'' Vaguely speaking, a curve is said to pass through the middle of a dataset if every point on the curve is the average of the observations projecting onto it. This idea can be made precise by defining principal curves for probability densities. In this paper we study principal curves in the plane. Like linear principal components, principal curves are critical points of the expected s...
作者:Bose, A; Boukai, B
作者单位:Purdue University System; Purdue University; Purdue University in Indianapolis
摘要:We propose a sequential procedure for estimating with prescribed proportional accuracy one parameter in a class of two-parameter exponential family of distributions, We study the properties of the resulting stopping time and provide second-order analysis of the coverage probability associated with it by using Edgeworth expansion.
作者:Loader, CR
摘要:Local likelihood was introduced by Tibshirani and Hastie as a method of smoothing by local polynomials in non-Gaussian regression models. In this paper an extension of these methods to density estimation is discussed, and comparison with other methods of density estimation presented. The local likelihood method has particularly strong advantages over kernel methods when estimating tails of densities and in multivariate settings. Suppose constraints are incorporated in a simple manner. Asymptot...