Müller, D.W.
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Abstract
For real-valued x(1), x(2), ... , x(n) with real-valued "responses"y(1), y(2), ... , y(n) and "scores" s(1), s(2), ... ,s(n) we solve the problem ofcomputing the maximum of C(k) = s(1) I {y(1) 3 k(x(1))}+ ... + s(n) I { ... } over allconvex functions k on the line. The article describes a recursive relation and analgorithm based on it to compute this value and an optimal k in O(n(3)) steps. Fora special choice of scores, max C(k) can be interpreted as a generalized (one-sided)Kolmogorov-Smirnov statistic to test for treatment effect in nonparametric analysisof covariance.
Document type: | Working paper |
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Place of Publication: | Heidelberg |
Date Deposited: | 09 Jun 2016 08:14 |
Date: | October 1995 |
Number of Pages: | 14 |
Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
DDC-classification: | 510 Mathematics |
Uncontrolled Keywords: | Convex contrast; bivariate sample; backward-induction algorithm; convex function; nonparametric analysis; real-valued response; treatment effect; special choice; recursive relation |
Series: | Beiträge zur Statistik > Beiträge |
Additional Information: | Erschienen in: Journal of Computational and Graphical Statistics, Sept. 1999 |