Dümbgen, Lutz; Samworth, Richard J.; Schuhmacher, Dominic (1 March 2013). Stochastic search for semiparametric linear regression models. In: From Probability to Statistics and Back: High-Dimensional Models and Processes. A Festschrift in Honor of Jon Wellner. IMS Collections: Vol. 9 (pp. 78-90). Hayward, California: Institute of Mathematical Statistics 10.1214/12-IMSCOLL907
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This paper introduces and analyzes a stochastic search method
for parameter estimation in linear regression models in the spirit of Beran
and Millar [Ann. Statist. 15(3) (1987) 1131–1154]. The idea is to generate a
random finite subset of a parameter space which will automatically contain
points which are very close to an unknown true parameter. The motivation for
this procedure comes from recent work of Dümbgen et al. [Ann. Statist. 39(2)
(2011) 702–730] on regression models with log-concave error distributions.
Item Type: |
Conference or Workshop Item (Paper) |
|---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Dümbgen, Lutz, Schuhmacher, Dominic |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
1939-4039 |
ISBN: |
978-0-940600-83-6 |
Series: |
IMS Collections |
Publisher: |
Institute of Mathematical Statistics |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
12 Mar 2014 08:46 |
Last Modified: |
05 Dec 2022 14:28 |
Publisher DOI: |
10.1214/12-IMSCOLL907 |
BORIS DOI: |
10.7892/boris.41511 |
URI: |
https://boris.unibe.ch/id/eprint/41511 |
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