摘要翻译:
我们回顾了最近在模态回归研究中使用核密度估计的进展。模态回归是研究响应变量与其协变量之间关系的一种替代方法。具体而言,模态回归利用条件模态或局部模态总结了响应变量与协变量之间的相互作用。我们首先描述了模态回归的基本模型及其基于核密度估计的估计量。然后我们回顾了估计量的渐近性质和选择平滑带宽的策略。我们还讨论了模态回归的有用算法和类似的替代方法,并提出了该领域的未来发展方向。
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英文标题:
《Modal Regression using Kernel Density Estimation: a Review》
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作者:
Yen-Chi Chen
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最新提交年份:
2017
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分类信息:
一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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英文摘要:
We review recent advances in modal regression studies using kernel density estimation. Modal regression is an alternative approach for investigating relationship between a response variable and its covariates. Specifically, modal regression summarizes the interactions between the response variable and covariates using the conditional mode or local modes. We first describe the underlying model of modal regression and its estimators based on kernel density estimation. We then review the asymptotic properties of the estimators and strategies for choosing the smoothing bandwidth. We also discuss useful algorithms and similar alternative approaches for modal regression, and propose future direction in this field.
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PDF链接:
https://arxiv.org/pdf/1710.07004