A review of some adaptive statistical techniques

DOI10.1080/03610928408828779zbMATH Open0552.62019OpenAlexW2056581911MaRDI QIDQ3345587FDOQ3345587

Authors: 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

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zbMATH Keywords

splinesvariable selectiondensity estimationridge regressionskewnessanalysis of varianceadaptive methodstailweightpeakednessreviewstepwise regressiongeneralized cross validationtesting independenceselector statisticsM, R, and L estimation

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (28)

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

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