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  • 1
    Electronic Resource
    Electronic Resource
    A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption (1998)
    Springer
    Annals of the Institute of Statistical Mathematics 50 (1998), S. 253-275 
    Details
    ISSN: 1572-9052
    Keywords: Nonparametric regression check ; validation of goodness of fit ; L2-distance ; equivalence of regression functions ; random design
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Let (X,Y) denote a random vector with decomposition Y = f(X) + ε where f(x) = E[Y ¦ X = x] is the regression of Y on X. In this paper we propose a test for the hypothesis that f is a linear combination of given linearly independent regression functions g1,..,gd. The test is based on an estimator of the minimal L2-distance between f and the subspace spanned by the regression functions. More precisely, the method is based on the estimation of certain integrals of the regression function and therefore does not require an explicit estimation of the regression. For this reason the test proposed in this paper does not depend on the subjective choice of a smoothing parameter. Differences between the problem of regression diagnostics in the nonrandom and random design case are also discussed.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1003439114929
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  • 2
    Electronic Resource
    Electronic Resource
    Optimal inference for circular variation diminishing experiments with applications to the von-Mises distribution and the Fisher-Efron parabola model (1999)
    Springer
    Metrika 50 (1999), S. 1-17 
    Details
    ISSN: 1435-926X
    Keywords: Key words: von Mises distribution ; circular variation diminishing property ; cardioid distribution ; generalized Neyman-Pearson test ; locally admissible test ; conditional inference ; uniformly most powerful test ; bivariate normal distribution ; curved exponential family ; multimodal circular distributions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract. Complete classes and optimal tests for variation diminishing circular distributions are constructed. This is applied to inference for the mean direction of a von Mises distributed r.v. whenever the concentration parameter κ≤½. Similar results are shown for the cardioid and multimodal von-Mises family. Furthermore, our result reinforces the shape of the locally admissible tests for the mean of a bivariate normal r.v. as it was found by Brown & Marden (1992) for the Fisher-Efron parabola model. We find that this test is conditionally optimal whenever the Fisher-information of the experiment is not too large.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s001840050032
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    Paper (German National Licenses)
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  • 3
    Electronic Resource
    Electronic Resource
    Interpersonal dependency of preferences (1996)
    Springer
    Theory and decision 41 (1996), S. 257-280 
    Details
    ISSN: 1573-7187
    Keywords: Preference ; decision theory ; utility ; rationality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Sociology , Economics
    Notes: Abstract Standard decision theoretic models disregard the phenomenon of interpersonal dependency of preferences. In this paper it is argued that interpersonal dependency of preferences is a serious challenge for standard utility theory. First we sketch the more philosophical aspects of the problem and then, using a simple, formal model for the two-person case, we show that interpersonal dependency of preferences generally results in indeterminacy of preferences (resp. of subjective utility).
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00136128
    Library Location Call Number Volume/Issue/Year Availability
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    Paper (German National Licenses)
    Fulltext
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