A screening method for a nonparametric model (Q1086953): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0167-7152(87)90032-0 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1982247452 / rank | |||
Normal rank |
Revision as of 19:25, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A screening method for a nonparametric model |
scientific article |
Statements
A screening method for a nonparametric model (English)
0 references
1987
0 references
Let (W,Z) be a two-dimensional r.v. such that W and Z are positively dependent in the sense that the function \(\Theta\) defined by \(\Theta (t,K)=P(W>K| Z=z)\) is a continuous, strictly increasing function of t for any \(K\in {\mathbb{R}}\). We consider estimation of the so-called screening threshold, whose definition is motivated by some discrimination problems, on the basis of a completely observable learning sample. The construction of the estimator utilises the order restrictions imposed on the model. Strong consistency of the proposed estimators is proved and their behaviour for moderate sample sizes is investigated via simulation.
0 references
nonparametric positive dependence model
0 references
preference threshold
0 references
univariate gamma distribution
0 references
discrimination rule
0 references
isotonic regression
0 references
screening threshold
0 references
completely observable learning sample
0 references
Strong consistency
0 references
simulation
0 references