Simultaneous confidence bands for contrasts between several nonlinear regression curves

DOI10.1016/J.JMVA.2016.11.011zbMATH Open1359.62311arXiv1510.05077OpenAlexW2129505695MaRDI QIDQ511997FDOQ511997

Xiaolei Lü, Satoshi Kuriki

Publication date: 23 February 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: We propose simultaneous confidence bands of the hyperbolic-type for the contrasts between several nonlinear (curvilinear) regression curves. The critical value of a confidence band is determined from the distribution of the maximum of a chi-square random process defined on the domain of explanatory variables. We use the volume-of-tube method to derive an upper tail probability formula of the maximum of a chi-square random process, which is asymptotically exact and sufficiently accurate in commonly used tail regions. Moreover, we prove that the formula obtained is equivalent to the expectation of the Euler-Poincare characteristic of the excursion set of the chi-square random process, and hence conservative. This result is therefore a generalization of Naiman's inequality for Gaussian random processes. As an illustrative example, growth curves of consomic mice are analyzed.

Full work available at URL: https://arxiv.org/abs/1510.05077

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• scientific article; zbMATH DE number 1347882

zbMATH Keywords

Gaussian random fieldvolume-of-tube methodchi-square random processexpected Euler-characteristic heuristicgrowth curveNaiman's inequality

Mathematics Subject Classification ID

General nonlinear regression (62J02) Random fields; image analysis (62M40) Applications of statistics to biology and medical sciences; meta analysis (62P10) Gaussian processes (60G15) Parametric tolerance and confidence regions (62F25) Paired and multiple comparisons; multiple testing (62J15)

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Cited In (8)

• Simultaneous confidence tubes for comparing several multivariate linear regression models
• Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion
• Title not available (Why is that?)
• The volume-of-tube method for Gaussian random fields with inhomogeneous variance
• Title not available (Why is that?)
• Simultaneous confidence bands for functional data using the Gaussian kinematic formula
• On the maximal deviation of kernel regression estimators with NMAR response variables
• Simultaneous confidence band for the difference of regression functions of two samples

Uses Software

• Mathematica
• ConfBands

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