The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
|
Activity Number:
|
346
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Tuesday, August 2, 2011 : 10:30 AM to 12:20 PM
|
|
Sponsor:
|
Section on Nonparametric Statistics
|
| Abstract - #303388 |
|
Title:
|
Semiparametric Function Estimation Using Shrinkage Techniques
|
|
Author(s):
|
Mohamed Amezziane*+ and Syed Ejaz Ahmed
|
|
Companies:
|
DePaul University and University of Windsor
|
|
Address:
|
, , 60660,
|
|
Keywords:
|
pre-test estimators ;
nonparametric estimation ;
shrinakge estimation ;
smoothing parameter ;
shrinkage coefficient
|
|
Abstract:
|
We use shrinkage techniques to develop a class of semiparametric estimators of functions (distribution, density, regression, etc.) which can be obtained as linear combinations of fully determined parametric functions and nonparametric function estimators. We present the asymptotic properties of the proposed class of estimators and compare their performance to that of classical nonparametric estimators. Moreover, we show that the proposed estimators do not require the use of optimally selected smoothing parameters and are therefore less sensitive to the effect of curse of dimensionality.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.