Some topics on robust nonparametric regression and regression quantiles
Shen, Liji
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https://hdl.handle.net/2142/22500
Description
Title
Some topics on robust nonparametric regression and regression quantiles
Author(s)
Shen, Liji
Issue Date
1994
Doctoral Committee Chair(s)
Portnoy, Stephen L.
Department of Study
Statistics
Discipline
Statistics
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Keyword(s)
Statistics
Language
eng
Abstract
Local kernel estimates and B-spline estimates are considered in the nonparametric regression and the generalized linear models. The consistency and asymptotic normality of kernel estimates are proved. Simulations on B-spline estimates for nonparametric regression and generalized linear models are provided.
Also a sequential procedure based on the regression quantiles is proposed for constructing a fixed size confidence region of parameters of a linear model. The stopping time is asymptotically efficient and the confidence region is asymptotically consistent.
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