A screening method for a nonparametric model

DOI10.1016/0167-7152(87)90032-0MaRDI QIDQ1086953zbMATH OpenOpenAlexFDO

Authors Teresa Kowalczyk, Jan Mielniczuk

Publication date 1987

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(87)90032-0

zbMATH Keywords

completely observable learning samplediscrimination ruleisotonic regressionnonparametric positive dependence modelpreference thresholdscreening thresholdsimulationStrong consistencyunivariate gamma distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Review text

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.

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Cites work

• Algorithm AS 149: Amalgamation of Means in the Case of Simple Ordering
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• Limit theorems for the ratio of the empirical distribution function to the true distribution function

Cited in

(1)

• Nonparametric variable screening for multivariate additive models

Describes a project that uses

Uses Software

• AS 149

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