Low Risk Fits to Discrete Incomplete Multi-way Layouts

نویسنده

  • Rudolf Beran
چکیده

The discrete multi-way layout is a widespread data-type associated with regression, experimental designs, gene or protein chips, digital images or videos, and more. A discrete multi-way layout has a finite number of factor level combinations. The layout may be unbalanced or incomplete or both. We consider candidate fits to an incomplete layout that are least squares fits to certain submodels induced by tensor product space ANOVA models for a complete layout. The candidate estimator with smallest estimated risk is selected. Multiparametric asymptotics under a general (saturated) Gaussian model show that the selected estimator achieves smallest asymptotic risk over the candidate class through bias-variance trade-off.

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تاریخ انتشار 2004