On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling

DOI10.1016/j.jmva.2008.02.018zbMath1274.62221OpenAlexW2054793749WikidataQ124880141 ScholiaQ124880141MaRDI QIDQ957312

Chunming Zhang, Jingci Meng, Jia-Liang Li

Publication date: 27 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.018

zbMATH Keywords

nonparametric regressionsupport vector machineadditive modelStein's lemmapartially monotone functionsimilarly ordered

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20) Parametric inference under constraints (62F30) Exact distribution theory in statistics (62E15)

Related Items (2)

Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data ⋮ Shrinkage ridge estimators in semiparametric regression models

Uses Software

• Excel

Cites Work

• Estimation of the mean of a multivariate normal distribution
• An algorithm for isotonic regression for two or more independent variables
• A central limit theorem for local polynomial backfitting estimators
• Stein's lemma for elliptical random vectors
• On the generalization of Stein's lemma for elliptical class of distributions
• Feasible Nonparametric Estimation of Multiargument Monotone Functions
• Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
• An algorithm for monotone regression with one or more independent variables
• The elements of statistical learning. Data mining, inference, and prediction
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling