A review of some adaptive statistical techniques

DOI10.1080/03610928408828779zbMath0552.62019OpenAlexW2056581911MaRDI QIDQ3345587

Robert V. Hogg, Russell V. Lenth

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828779

zbMATH Keywords

splinesadaptive methodsridge regressiongeneralized cross validationdensity estimationskewnessreviewvariable selectionanalysis of variancetailweightpeakednessstepwise regressiontesting independenceselector statisticsM, R, and L estimation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (25)

Modified maximum likelihood estimation for rayleigh distribution ⋮ Using adaptive weighted least squares to reduce the lengths of confidence intervals ⋮ Contributions to adaptive estimation ⋮ On correcting for variance inflation in kernel density estimation ⋮ Adapting the classical kernel density estimator to data ⋮ A continuously adaptive nonparametric two–sample test ⋮ Estimation of the intensity of a poisson process ⋮ On the asymptotic behaviour of selector statistics ⋮ A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution ⋮ An adaptive estimator of location based on the t-family ⋮ An adaptive two-sample test based on modified wilcoxon scores ⋮ Adaptive parameter estimation for generalized tukey's λ-family ⋮ Tail-Adaptive Location Rank Test for the Generalized Secant Hyperbolic Distribution ⋮ Max-type rank tests, \(U\)-tests, and adaptive tests for the two-sample location problem -- an asymptotic power study ⋮ Improved distribution quantile estimation ⋮ Efficient and adaptive nonparametric test for the two-sample problem ⋮ Simple tests for peakedness, fat tails and leptokurtosis based on quantiles ⋮ Somec-sample rank tests of homogeneity against ordered alternatives based on U-statistics ⋮ Robust linear regression using smooth adaptive estimators ⋮ An adaptive permutation test procedure for several common tests of significance. ⋮ On hypothesis testing with a partitioned random alternative ⋮ Parametric versus nonparametrics: two alternative methodologies ⋮ A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations ⋮ A minimum variance adaptive technique for parameter estimation and hypothesis testing ⋮ The professional contributions of robert v. hogg

Cites Work

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• On adaptive estimation
• Adaptive maximum likelihood estimators of a location parameter
• Power of analysis of variance test procedures for incompletely specified fixed models
• An asymptotically efficient sequence of estimators of a location parameter
• Robust estimation in dependent situations
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• An efficient and robust adaptive estimator of location
• Asymptotically efficient adaptive rank estimates in location models
• The most powerful scale and location invariant test of the normal versus the double exponential
• Power of Analysis of Variance Test Procedures for Certain Incompletely Specified Models, I
• A conditional property of adaptive estimators
• Ridge regression:some simulations
• The Method of Least Squares and Some Alternatives: Part II
• A new dimension to nonparametric tests
• A monte carlo study of robust estimators of location
• Regression Quantiles
• Asymptotically Most Powerful Rank-Order Tests
• Efficiency-Robust Estimation of Location
• Some Flexible Estimates of Location
• On a Preliminary Test for Pooling Mean Squares in the Analysis of Variance
• Robust Statistics

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