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基于切片平均方差估计的边际检验AI 解读

We present a new computationally feasible test for the dimension of the central subspace in a regression problem based on sliced average variance estimation. We also provide a marginal coordinate test. Under the null hypothesis, both the test of dimension and the marginal coordinate test involve test statistics that asymptotically have chi-squared distributions given normally distributed predictors, and have a distribution that is a linear combination of chi-squared…

未知连接函数下的自适应估计AI 解读

We consider the fitting of generalized linear models in which the link function is assumed to be unknown, and propose the following computational method: First, estimate regression coefficients using the canonical link. Then, estimate the link via a kernel smoother, treating the direction in the predictor space determined by the regression coefficients as known. Then reestimate the direction using the estimated link and alternate between these two steps. We show that under…

最小平方与最小中位平方拟合残差的模型误设诊断比较AI 解读

This article explores model misspecification diagnostics based on least squares and least median of squares fits. It shows that in some circumstances, least median of squares methods (or any other estimator with the exact fit property) fail to reveal an incorrectly specified mean function, but least squares methods succeed.