Advanced Distribution Theory for SiZer

SiZer is a powerful method for exploratory data analysis. In this article approximations to the distributions underlying the simultaneous statistical inference are investigated, and large improvements are made in the approximation using extreme value theory. This results in improved size, and also i...

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Veröffentlicht in:Journal of the American Statistical Association 2006-06, Vol.101 (474), p.484-499
Hauptverfasser: Hannig, J, Marron, J. S
Format: Artikel
Sprache:eng
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Zusammenfassung:SiZer is a powerful method for exploratory data analysis. In this article approximations to the distributions underlying the simultaneous statistical inference are investigated, and large improvements are made in the approximation using extreme value theory. This results in improved size, and also in an improved global inference version of SiZer. The main points are illustrated with real data and simulated examples.
ISSN:0162-1459
1537-274X
DOI:10.1198/016214505000001294