U.S.-Belgium Cooperative Research: Bandwidth Selection and Construction of Confidence Bands in Nonparametric Regression

美国-比利时合作研究：非参数回归中的带宽选择和置信带构建

• 批准号: 9107498
• 负责人: James Marron
• 金额: $ 1.21万
• 依托单位: University of North Carolina at Chapel Hill
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1991
• 资助国家: 美国
• 起止时间: 1991-05-15 至 1993-10-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9107498&HistoricalAwards=false
• 关键词: U.S.; Belgium; Cooperative; Research; Bandwidth

This award will support collaborative research in statistics and probability between Dr. James Marron, University of North Carolina at Chapel Hill, and Professor Wolfgang Hardle, Catholic University of Louvain, Belgium. The objective of the research is to study bandwidth selection and construction of confidence bands/error bars for additive multivariate regression models The proposed research concerns nonparametric regression, especially in the multivariate case. The two main problems to be addressed are smoothing parameters (i.e. bandwidth selection) and data based assessment of the accuracy of estimators (in the spirit of confidence intervals). Non- parametric regression provides a powerful tool for providing insights in situations where no widely accepted model is available, or where there is some doubt concerning the appropriateness of a given model. For practical applications, the two improvements most needed are a really reliable method of bandwidth selection, and a means of assessing the variability of the estimator. Both Drs. Marron and Hardle have a strong record of past joint research, which will be of benefit to this proposed collaboration.

该奖项将支持北卡罗来纳大学教堂山分校的詹姆斯·马伦博士和比利时卢万天主教大学的沃尔夫冈·哈德尔教授在统计学和概率方面的合作研究。本研究的目的是研究加性多元回归模型的带宽选择和置信度带/误差条的构造。尤其是在多变量的情况下。需要解决的两个主要问题是平滑参数(即带宽选择)和基于数据的估计器准确性评估(本着可信区间的精神)。非参数回归提供了一个强大的工具，可以在没有广泛接受的模型可用的情况下提供见解，或者在给定模型的适当性存在一些疑问的情况下提供见解。对于实际应用，最需要的两个改进是一种真正可靠的带宽选择方法，以及一种评估估计器变异性的手段。Marron博士和Hardle博士在过去的联合研究方面都有很好的记录，这将对这次拟议的合作有利。