The Volume-of-Tubes Formula: Computational Methods and Statistical Applications
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Publication:6476333
arXivmath/0511502MaRDI QIDQ6476333FDOQ6476333
Authors: Catherine Loader 
Publication date: 20 November 2005
Abstract: The volume-of-tube formula was first introduced by Hotelling (1939), to solve significance of terms in nonlinear regression models. Since this pioneering paper, there has been significant work on extending the tube formula to more general settings, including multidimensional problems, and many new applications in statistical inference, including confidence bands in regression and smoothing models; applications to functional data analysis; testing in mixture models; and spatial scan analysis. Implementation of the tube formula requires numerical evaluation of certain problem-specific geometric constants that appear in Hotelling's formula and its extensions. The purpose of this note is to describe a software library, libtube, that performs the calculations. A variety of illustrative examples are given. Source code for the libtube library andexamples can be downloaded from http://www.herine.net/stat/libtube/.
Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Statistics of extreme values; tail inference (62G32)
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