Statistical inference and visualization in scale-space using local likelihood
Author
Abstract
Suggested Citation
DOI: 10.1016/j.csda.2012.06.023
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Sørbye, Sigrunn H. & Hindberg, Kristian & Olsen, Lena R. & Rue, Håvard, 2009. "Bayesian multiscale feature detection of log-spectral densities," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3746-3754, September.
- Hannig, J. & Marron, J.S., 2006. "Advanced Distribution Theory for SiZer," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 484-499, June.
- Park, Cheolwoo & Kang, Kee-Hoon, 2008. "SiZer analysis for the comparison of regression curves," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 3954-3970, April.
- Huh, J. & Park, B. U., 2002. "Likelihood-Based Local Polynomial Fitting for Single-Index Models," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 302-321, February.
- Godtliebsen, Fred & Oigard, Tor Arne, 2005. "A visual display device for significant features in complicated signals," Computational Statistics & Data Analysis, Elsevier, vol. 48(2), pages 317-343, February.
- Oigard, Tor Arne & Rue, Havard & Godtliebsen, Fred, 2006. "Bayesian multiscale analysis for time series data," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1719-1730, December.
- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167, November.
- Cheolwoo Park & J. S. Marron & Vitaliana Rondonotti, 2004. "Dependent SiZer: Goodness-of-Fit Tests for Time Series Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(8), pages 999-1017.
- Huh, Jib, 2010. "Detection of a change point based on local-likelihood," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1681-1700, August.
- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506, November.
- Pollard, David, 1991. "Asymptotics for Least Absolute Deviation Regression Estimators," Econometric Theory, Cambridge University Press, vol. 7(2), pages 186-199, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Huh, Jib & Park, Cheolwoo, 2015. "Theoretical investigation of an exploratory approach for log-density in scale-space," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 272-279.
- Cheolwoo Park & Yongho Jeon & Kee-Hoon Kang, 2016. "An exploratory data analysis in scale-space for interval-valued data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2643-2660, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Cheolwoo Park & Yongho Jeon & Kee-Hoon Kang, 2016. "An exploratory data analysis in scale-space for interval-valued data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2643-2660, October.
- Huh, Jib & Park, Cheolwoo, 2015. "Theoretical investigation of an exploratory approach for log-density in scale-space," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 272-279.
- Lasse Holmström & Leena Pasanen, 2017. "Statistical Scale Space Methods," International Statistical Review, International Statistical Institute, vol. 85(1), pages 1-30, April.
- Li, Degui & Li, Runze, 2016. "Local composite quantile regression smoothing for Harris recurrent Markov processes," Journal of Econometrics, Elsevier, vol. 194(1), pages 44-56.
- Takuma Yoshida, 2016. "Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 278-303, November.
- Håvard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392, April.
- Huh, Jib, 2012. "Nonparametric estimation of the regression function having a change point in generalized linear models," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 843-851.
- Lamarche, Carlos, 2010. "Robust penalized quantile regression estimation for panel data," Journal of Econometrics, Elsevier, vol. 157(2), pages 396-408, August.
- Otto-Sobotka, Fabian & Salvati, Nicola & Ranalli, Maria Giovanna & Kneib, Thomas, 2019. "Adaptive semiparametric M-quantile regression," Econometrics and Statistics, Elsevier, vol. 11(C), pages 116-129.
- Mestekemper, Thomas & Windmann, Michael & Kauermann, Göran, 2010. "Functional hourly forecasting of water temperature," International Journal of Forecasting, Elsevier, vol. 26(4), pages 684-699, October.
- Naschold, Felix, 2012.
"“The Poor Stay Poor”: Household Asset Poverty Traps in Rural Semi-Arid India,"
World Development, Elsevier, vol. 40(10), pages 2033-2043.
- Naschold, Felix, 2009. "“Poor stays poor” - Household asset poverty traps in rural semi-arid India," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49396, Agricultural and Applied Economics Association.
- Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2017. "Econom\'etrie et Machine Learning," Papers 1708.06992, arXiv.org, revised Mar 2018.
- Hyunju Son & Youyi Fong, 2021. "Fast grid search and bootstrap‐based inference for continuous two‐phase polynomial regression models," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
- Welham, S.J. & Thompson, R., 2009. "A note on bimodality in the log-likelihood function for penalized spline mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 920-931, February.
- Dlugosz, Stephan & Mammen, Enno & Wilke, Ralf A., 2017.
"Generalized partially linear regression with misclassified data and an application to labour market transitions,"
Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 145-159.
- Dlugosz, Stephan & Mammen, Enno & Wilke, Ralf A., 2015. "Generalised partially linear regression with misclassied data and an application to labour market transitions," FDZ-Methodenreport 201510 (en), Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Dlugosz, Stephan & Mammen, Enno & Wilke, Ralf A., 2015. "Generalised partially linear regression with misclassified data and an application to labour market transitions," ZEW Discussion Papers 15-043, ZEW - Leibniz Centre for European Economic Research.
- Longhi, Christian & Musolesi, Antonio & Baumont, Catherine, 2014.
"Modeling structural change in the European metropolitan areas during the process of economic integration,"
Economic Modelling, Elsevier, vol. 37(C), pages 395-407.
- Christian Longhi & Antonio Musolesi & Catherine Baumont, 2014. "Modeling structural change in the European metropolitan areas during the process of economic integration," Post-Print halshs-01228053, HAL.
- Kuhlenkasper, Torben & Kauermann, Göran, 2010. "Female wage profiles: An additive mixed model approach to employment breaks due to childcare," HWWI Research Papers 2-18, Hamburg Institute of International Economics (HWWI).
- Strasak, Alexander M. & Umlauf, Nikolaus & Pfeiffer, Ruth M. & Lang, Stefan, 2011. "Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1540-1551, April.
- Christian Schluter & Jackline Wahba, 2012. "Abstract: Illegal Migration, Wages, and Remittances: Semi-Parametric Estimation of Illegality Effects," Norface Discussion Paper Series 2012037, Norface Research Programme on Migration, Department of Economics, University College London.
- Zi Ye & Giles Hooker & Stephen P. Ellner, 2021. "Generalized Single Index Models and Jensen Effects on Reproduction and Survival," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 492-512, September.
More about this item
Keywords
Generalized linear models; Local likelihood; Local polynomial smoothing; Scale-space; Statistical significance;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:57:y:2013:i:1:p:336-348. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.