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

共 50 条

[21] Phase I Distribution-Free Analysis of Multivariate Data
Capizzi, Giovanna
Masarotto, Guido
[J]. TECHNOMETRICS, 2017, 59 (04) : 484 - 495
[22] A DISTRIBUTION-FREE MULTIVARIATE SIGN TEST BASED ON INTERDIRECTIONS
RANDLES, RH
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1989, 84 (408) : 1045 - 1050
[23] On distribution-free tests for the multivariate two-sample location-scale model
Rousson, V
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2002, 80 (01) : 43 - 57
[24] DISTRIBUTION-FREE BOUNDS ON THE MEAN OF THE MAXIMUM OF A DEPENDENT SAMPLE
ARNOLD, BC
[J]. SIAM JOURNAL ON APPLIED MATHEMATICS, 1980, 38 (01) : 163 - 167
[25] A Distribution-Free Multivariate Phase I Location Control Chart for Subgrouped Data from Elliptical Distributions
Bell, Richard C., Jr.
Jones-Farmer, L. Allison
Billor, Nedret
[J]. TECHNOMETRICS, 2014, 56 (04) : 528 - 538
[26] A note on the distributions of the maximum of linear Bernoulli processes
Bobkov, Sergey G.
[J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2008, 13 : 266 - 271
[27] DISTRIBUTION-FREE BOUNDS ON THE EXPECTATION OF THE MAXIMUM WITH SCHEDULING APPLICATIONS
DOWNEY, PJ
[J]. OPERATIONS RESEARCH LETTERS, 1990, 9 (03) : 189 - 201
[28] Harmonic analysis and distribution-free inference for spherical distributions
Jammalamadaka, S. Rao
Terdik, Gyorgy H.
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2019, 171 : 436 - 451
[29] Distribution-free testing in linear and parametric regression
Khmaladze, Estate V.
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2021, 73 (06) : 1063 - 1087
[30] DISTRIBUTION-FREE TOLERANCE INTERVALS FOR STOCHASTICALLY ORDERED DISTRIBUTIONS
LALSAXENA, KM
[J]. ANNALS OF STATISTICS, 1976, 4 (06): : 1210 - 1218

← 1 2 3 4 5 →