{"title":"高斯分布尺度混合后带误差的半参数模型估计","authors":"Marcelo M. Taddeo, P. Morettin","doi":"10.1214/20-BJPS476","DOIUrl":null,"url":null,"abstract":"In this paper we consider a semiparametric regression model where the error follows a scale mixture of Gaussian distributions. The purpose is to estimate the target function which is assumed to belong to some class of functions using the EM algorithm and approximations via P -splines and B-splines. We illustrate the proposed methodology through several simulation studies. Other forms of function approximation are also studied, namely Fourier and wavelet expansions.","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions\",\"authors\":\"Marcelo M. Taddeo, P. Morettin\",\"doi\":\"10.1214/20-BJPS476\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper we consider a semiparametric regression model where the error follows a scale mixture of Gaussian distributions. The purpose is to estimate the target function which is assumed to belong to some class of functions using the EM algorithm and approximations via P -splines and B-splines. We illustrate the proposed methodology through several simulation studies. Other forms of function approximation are also studied, namely Fourier and wavelet expansions.\",\"PeriodicalId\":51242,\"journal\":{\"name\":\"Brazilian Journal of Probability and Statistics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2021-03-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Brazilian Journal of Probability and Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/20-BJPS476\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Brazilian Journal of Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/20-BJPS476","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions
In this paper we consider a semiparametric regression model where the error follows a scale mixture of Gaussian distributions. The purpose is to estimate the target function which is assumed to belong to some class of functions using the EM algorithm and approximations via P -splines and B-splines. We illustrate the proposed methodology through several simulation studies. Other forms of function approximation are also studied, namely Fourier and wavelet expansions.
期刊介绍:
The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes.
More specifically, the following types of contributions will be considered:
(i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects.
(ii) Original articles developing theoretical results.
(iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it.
(iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.