Note on distribution-free estimation of maximum linear separation of two multivariate distributions

被引：10

作者：

Vexler, Albert ^{[1
]}

Liu, Aiyi ^{[1
]}

Schisterman, Enrique F. ^{[1
]}

Wu, Chengqing ^{[1
]}

机构：

[1] NICHD, Div Epidemiol Stat & Prevent Res, NIH, Bethesda, MD USA

来源：

JOURNAL OF NONPARAMETRIC STATISTICS | 2006年 / 18卷 / 02期

关键词：

non-parametric Behrens-Fisher problem; measure of separation; kernel estimation; stress-strength problem; receiver operating characteristic curves; linear combination;

D O I：

10.1080/10485250600662260

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the linear separation of two continuous multivariate distributions. Under mild conditions, the optimal linear separation exists uniquely. A kernel-smoothed approach is proposed to estimate the optimal linear combination and the corresponding separation measure. The proposed method yields consistent estimators allowing the construction of confidence intervals.

引用

页码：145 / 158

页数：14

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