Some pathological regression asymptotics under stable conditions
نویسندگان
چکیده
منابع مشابه
Some Pathological Regression Asymptotics under Stable Conditions
We consider a simple through-the-origin linear regression example introduced by Rousseeuw, van Aelst and Hubert (1999). It is shown that the conventional least squares and least absolute error estimators converge in distribution without normalization and consequently are inconsistent. A class of weighted median regression estimators, including the maximum depth estimator of Rousseeuw and Hubert...
متن کاملAsymptotics for polynomial spline regression under weak conditions
We derive rate of convergence for spline regression under weak conditions. The results improve upon those in Huang (Ann. Statist. 26 (1998a) 242) in two ways. Firstly, results are obtained under less stringent conditions on the growing rate of the number of knots. Secondly, L2 approximation instead of L∞ approximation by splines are used to bound the rate of convergence, this allows us to obtai...
متن کاملConvergence to Lévy stable processes under some weak dependence conditions
For a strictly stationary sequence of random vectors in R we study convergence of partial sums processes to a Lévy stable process in the Skorohod space with J1-topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.
متن کاملCitrullination under physiological and pathological conditions.
Citrullination, one of the enzymatic posttranslational modifications has become a hot topic of recent research as it is involved in various physiological and pathological processes. Antibodies against citrullinated proteins called anti-citrullinated protein antibodies, are the hallmark (diagnostic and prognostic factors) of rheumatoid arthritis, and are specific for the disease. Citrullination ...
متن کاملSome asymptotics for local least-squares regression with regularization
We derive some asymptotics for a new approach to curve estimation proposed by Mrázek et al. [3] which combines localization and regularization. This methodology has been considered as the basis of a unified framework covering various different smoothing methods in the analogous two-dimensional problem of image denoising. As a first step for understanding this approach theoretically, we restrict...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2000
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00107-3