scholarly journals Non asymptotic minimax rates of testing in signal detection with heterogeneous variances

2012 ◽  
Vol 6 (0) ◽  
pp. 91-122 ◽  
Author(s):  
Béatrice Laurent ◽  
Jean-Michel Loubes ◽  
Clément Marteau
Keyword(s):  
Signal Detection ◽  
Heterogeneous Variances ◽  
Minimax Rates ◽  
Asymptotic Minimax

scholarly journals OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS

2002 ◽  
Vol 18 (5) ◽  
pp. 1139-1171 ◽  
Author(s):  
Emmanuel Guerre ◽  
Pascal Lavergne
Keyword(s):  
Null Hypothesis ◽  
Maximum Rate ◽  
Regression Models ◽  
Regression Function ◽  
Nonparametric Test ◽  
Specification Testing ◽  
Conditional Moment ◽  
Parametric Regression ◽  
Minimax Rates ◽  
Asymptotic Minimax

In the context of testing the specification of a nonlinear parametric regression function, we adopt a nonparametric minimax approach to determine the maximum rate at which a set of smooth alternatives can approach the null hypothesis while ensuring that a test can uniformly detect any alternative in this set with some predetermined power. We show that a smooth nonparametric test has optimal asymptotic minimax properties for regular alternatives. As a by-product, we obtain the rate of the smoothing parameter that ensures rate-optimality of the test. We show that, in contrast, a class of nonsmooth tests, which includes the integrated conditional moment test of Bierens (1982, Journal of Econometrics 20, 105–134), has suboptimal asymptotic minimax properties.

Asymptotic minimax rates for abstract linear estimators

1996 ◽  
Vol 53 (3) ◽  
pp. 389-402 ◽  
Author(s):  
Arnoud C.M. van Rooij ◽  
Frits H. Ruymgaart
Keyword(s):  
Minimax Rates ◽  
Linear Estimators ◽  
Asymptotic Minimax

Managing Heterogeneity of Variance in Studies of Reliability Generalization With Alpha Coefficients

Methodology ◽  
2012 ◽  
Vol 8 (2) ◽  
pp. 71-80 ◽  
Author(s):  
Juan Botella ◽  
Manuel Suero
Keyword(s):  
Reliability Estimation ◽  
Biased Sampling ◽  
Reliability Generalization ◽  
Alpha Coefficient ◽  
Range Restriction ◽  
Sampling Schemes ◽  
Cronbach's Alpha ◽  
Heterogeneous Variances ◽  
Heterogeneity Of Variance ◽  
Meta Analyses

In Reliability Generalization (RG) meta-analyses, the importance of bearing in mind the problems of range restriction or biased sampling and their influence on reliability estimation has often been highlighted. Nevertheless, the presence of heterogeneous variances in the included studies has been diagnosed in a subjective way and has not been taken into account in later analyses. Procedures to detect the presence of a variety of sampling schemes and to manage them in the analyses are proposed. The procedures are further explained with an example, by applying them to 25 estimates of Cronbach’s alpha coefficient in the Hamilton Scale for Depression.

Sample Size and the Detection of Correlation--A Signal Detection Account: Comment on Kareev (2000) and Juslin and Olsson (2005).

2005 ◽  
Vol 112 (1) ◽  
pp. 268-279 ◽  
Author(s):  
Richard B. Anderson ◽  
Michael E. Doherty ◽  
Neil D. Berg ◽  
Jeff C. Friedrich
Keyword(s):  
Signal Detection ◽  
Sample Size

So, Whatever Happened to Signal Detection Theory?

1995 ◽  
Vol 40 (10) ◽  
pp. 972-972
Author(s):  
Jerome R. Busemeyer
Keyword(s):  
Signal Detection ◽  
Signal Detection Theory ◽  
Detection Theory

Do logistic regression and signal detection identify different subgroups at risk? Implications for the design of tailored interventions.

2001 ◽  
Vol 6 (1) ◽  
pp. 35-48 ◽  
Author(s):  
Michaela Kiernan ◽  
Helena C. Kraemer ◽  
Marilyn A. Winkleby ◽  
Abby C. King ◽  
C. Barr Taylor
Keyword(s):  
At Risk ◽  
Logistic Regression ◽  
Signal Detection ◽  
Tailored Interventions
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