作者：Bhattacharya, Bhaskar; Al-Talib, Mohammad
作者单位：Southern Illinois University System; Southern Illinois University; Yarmouk University
摘要：A semiparametric model is presented utilizing dependence between a response and several covariates. We show that this model is optimum when the marginal distributions of the response and the covariates are known. This model extends the generalized linear model and the proportional likelihood ratio model when the marginal distributions are unknown. New interpretations of known models such as the logistic regression model, density ratio model and selection bias model are obtained in terms of dep...
作者：Pein, Florian; Sieling, Hannes; Munk, Axel
作者单位：University of Gottingen; Max Planck Society
摘要：We propose, a heterogeneous simultaneous multiscale change point estimator called 'H-SMUCE' for the detection of multiple change points of the signal in a heterogeneous Gaussian regression model. A piecewise constant function is estimated by minimizing the number of change points over the acceptance region of a multiscale test which locally adapts to changes in the variance. The multiscale test is a combination of local likelihood ratio tests which are properly calibrated by scale-dependent cr...
