Displaying similar documents to “Some asymptotic results for robust procedures for testing the constancy of regression models over time”

On two tests based on disjoint m-spacings

Franciszek Czekała (1998)

Applicationes Mathematicae

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This paper is concerned with the properties of two statistics based on the logarithms of disjoint m-spacings. The asymptotic normality is established in an elementary way and exact and asymptotic means and variances are computed in the case of uniform distribution on the interval [0,1]. This result is generalized to the case when the sample is drawn from a distribution with positive step density on [0,1]. Bahadur approximate efficiency of tests based on those statistics is found for...

Iterative feature selection in least square regression estimation

Pierre Alquier (2008)

Annales de l'I.H.P. Probabilités et statistiques

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This paper presents a new algorithm to perform regression estimation, in both the inductive and transductive setting. The estimator is defined as a linear combination of functions in a given dictionary. Coefficients of the combinations are computed sequentially using projection on some simple sets. These sets are defined as confidence regions provided by a deviation (PAC) inequality on an estimator in one-dimensional models. We prove that every projection the algorithm actually improves...