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Testing Generalized Linear and Semiparametric Models Against Smooth Alternatives

针对光滑备择的广义线性与半参数模型检验

Summary We propose goodness-of-fit tests for testing generalized linear models and semiparametric regression models against smooth alternatives. The focus is on models having both continous and factorial covariates. As a smooth extension of a parametric or semiparametric model we use generalized varying-coefficient models as proposed by Hastie and Tibshirani. A likelihood ratio statistic is used for testing. Asymptotic expansions allow us to write the estimates as linear…

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An Alternative Choice of Smoothing for Kernel-Based Density Estimates in Discrete Discriminant Analysis

离散判别分析中核密度估计的另一种平滑选择

The kernel method of estimating the cell probabilities of a multivariate categorical distribution, due to Aitchison & Aitken (1976), depends crucially on an unknown smoothing parameter λ. A method of estimating A is introduced which is explicitly connected to multivariate discrimination. The method, based on maximization of the leaving-one-out estimator of the nonerror rate, is shown to be Bayes risk strongly consistent. An example is given to illustrate the application.

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An alternative choice of smoothing for kernel-based density estimates in discrete discriminant analysis

离散判别分析中核密度估计的另一种平滑参数选择

The kernel method of estimating the cell probabilities of a multivariate categorical distribution, due to Aitchison & Aitken (1976), depends crucially on an unknown smoothing parameter λ. A method of estimating A is introduced which is explicitly connected to multivariate discrimination. The method, based on maximization of the leaving-one-out estimator of the nonerror rate, is shown to be Bayes risk strongly consistent. An example is given to illustrate the application.

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