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Likelihood-based confidence bands for fault lines in response surfaces

Hall, Peter; Rau, Christian

Description

We consider the problem of constructing asymptotic confidence bands, both pointwise and simultaneous, for a smooth fault line in a response surface when the design is represented by a point process, either deterministic or stochastic, with intensity n diverging to infinity. The estimator of the fault line is defined as the ridge line on the likelihood surface which arises from locally fitting a model that employs a linear approximation to the fault line, to a kernel smooth of the data. The...[Show more]

CollectionsANU Research Publications
Date published: 2002
Type: Journal article
URI: http://hdl.handle.net/1885/71741
Source: Probability Theory and Related Fields
DOI: 10.1007/s004400100195

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