Statistical inference and visualization in scale-space using local likelihood

Computational Statistics and Data Analysis

Volumn 57, Issue 1, 2013, Pages 336-348

  Park, Cheolwoo ^a   Huh, Jib ^b  

^a UNIVERSITY OF GEORGIA   (United States)

^b Duksung Women's University   (South Korea)

Author keywords

Generalized linear models; Local likelihood; Local polynomial smoothing; Scale space; Statistical significance

Indexed keywords

GENERALIZED LINEAR MODEL; LOCAL LIKELIHOOD; LOCAL POLYNOMIAL SMOOTHING; SCALE-SPACE; STATISTICAL SIGNIFICANCE;

COMPUTER SIMULATION; VISUALIZATION;

STATISTICAL METHODS;

EID: 84865430301     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.06.023     Document Type: Article

References (31)

1. E.R. Berndt The Practice of Econometrics: Classic and Contemporary 1991 Addison-Wesley Reading, MA
2. P.J. Bickel, and M.J. Wichura Convergence criteria for multiparameter stochastic processes and some applications Annals of Mathematical Statistics 42 1971 1656 1670
3. R.J. Carroll, J. Fan, I. Gijbels, and M.P. Wand Generalized partially linear single-index models Journal of the American Statistical Association 92 1997 477 489
4. P. Chaudhuri, and J.S. Marron SiZer for exploration of structures in curves Journal of the American Statistical Association 94 1999 807 823
5. P. Chaudhuri, and J.S. Marron Scale space view of curve estimation Annals of Statistics 28 2000 408 428
6. P. Erästö, and L. Holmström Bayesian multiscale smoothing for making inferences about features in scatter plots Journal of Computational and Graphical Statistics 14 2005 569 589
7. P. Erästö, and L. Holmström Bayesian analysis of features in a scatter plot with dependent observations and errors in predictors Journal of Statistical Computation and Simulation 77 2007 421 434
8. J. Fan, and I. Gijbels Local Polynomial Modelling and its Applications 1996 Chapman & Hall London
9. J. Fan, N.E. Heckman, and M.P. Wand Local polynomial kernel regression for generalized linear models and quasi-likelihood functions Journal of the American Statistical Association 90 1995 141 150
10. B. Ganguli, and M.P. Wand Feature significance in generalized additive models Statistics and Computing 17 2007 179 192
11. F. Godtliebsen, and T.A. Oigard A visual display device for significant features in complicated signals Computational Statistics and Data Analysis 48 2005 317 343
12. P.J. Green, and B.W. Silverman Nonparametric Regression and Generalized Linear Models 1994 Chapman & Hall London
13. J. Hannig, and T. Lee Robust SiZer for exploration of regression structures and outlier detection Journal of Computational & Graphical Statistics 15 2006 101 117
14. J. Hannig, and J.S. Marron Advanced distribution theory for SiZer Journal of the American Statistical Association 101 2006 484 499
15. J. Huh Detection of a change point based on local-likelihood Journal of Multivariate Analysis 101 2010 1681 1700
16. J. Huh, and B.U. Park Likelihood-based local polynomial fitting for single-index models Journal of Multivariate Analysis 80 2002 302 321
17. C.S. Kim, and J.S. Marron Sizer for jump detection Journal of Nonparametric Statistics 18 2006 13 20
18. R. Li, and J.S. Marron Local likelihood SiZer map Sankhya 67 2005 476 498
19. T. Lindeberg Scale-Space Theory in Computer Vision 1994 Kluwer Boston
20. P. McCullagh, and J. Nelder Generalized Linear Models second ed. 1989 Chapman & Hall London
21. J.A. Nelder, and R.W.M. Wedderburn Generalized linear models Journal of the Royal Statistical Society, Series A 135 1972 370 384
22. T.A. Oigard, H. Rue, and F. Godtliebsen Bayesian multiscale analysis for time series data Computational Statistics and Data Analysis 51 2006 1719 1730
23. C. Park, J. Hannig, and K. Kang Improved SiZer for time series Statistica Sinica 19 2009 1511 1530
24. C. Park, and K. Kang SiZer analysis for the comparison of regression curves Computational Statistics and Data Analysis 52 2008 3954 3970
25. C. Park, T. Lee, and J. Hannig Multiscale exploratory analysis of regression quantiles using quantile SiZer Journal of Computational and Graphical Statistics 19 2010 497 513
26. C. Park, J.S. Marron, and V. Rondonotti Dependent SiZer: goodness of fit tests for time series models Journal of Applied Statistics 31 2004 999 1017
27. C. Park, A. Vaughan, J. Hannig, and K. Kang Sizer analysis for the comparison of time series Journal of Statistical Planning and Inference 139 2009 3974 3988
28. D. Pollard Asymptotics for least absolute deviation regression estimators Econometric Theory 7 1991 186 199
29. V. Rondonotti, J.S. Marron, and C. Park SiZer for time series: a new approach to the analysis of trends Electronic Journal of Statistics 1 2007 268 289
30. Ruppert, D.; Wand, M.P.; Carroll, R.J.; 2003. Semiparametric Regression, Cambridge, New York.
31. S. Sorbye, K. Hindberg, L. Olsen, and H. Rue Bayesian multiscale feature detection of log-spectral densities Computational Statistics and Data Analysis 53 2009 3746 3754