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对平坦区域稳健的临界带宽方法AI 解读

Critical bandwidth (CB) is used to test the multimodality of densities and regression functions, as well as for clustering methods. CB tests are known to be inconsistent if the function of interest is constant ("flat") over even a small interval, and to suffer from low power and incorrect size in finite samples if the function has a relatively small derivative over an interval. This paper proposes a solution, flatness-robust CB (FRCB), that exploits the novel observation…

点估计与区间估计的形状约束算子AI 解读

A common problem in econometrics, statistics, and machine learning is to estimate and make inference on functions that satisfy shape restrictions. For example, distribution functions are nondecreasing and range between zero and one, height growth charts are nondecreasing in age, and production functions are nondecreasing and quasi-concave in input quantities. We propose a method to enforce these restrictions ex post on point and interval estimates of the target function by…