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Biometrika Trust

Biometrika Centenary: Nonparametrics


Author(s): Peter Hall
Source: Biometrika, Vol. 88, No. 1 (Mar., 2001), pp. 143-165
Published by: Biometrika Trust
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Biometrika (2001), 88, 1,pp. 143-165
(? 2001 BiometrikaTrust
Printedin Great Britain

Nonparametrics
BiometrikaCentenary:
BY PETER HALL
Centrefor and itsApplications,
Mathematics AustralianNationalUniversity,
CanberraACT 0200,Australia
peter.hall@anu.edu.au

SUMMARY
Contributions in Biometrikato nonparametricstatisticsare surveyed,withparticular
emphasison morerecentwork.It is arguedthateven in thejournal's veryearlyyearsit
had interestsin smoothingmethodsfordensityestimation, and in techniquesfornonpara-
metricregression, in additionto its moreobviousfocuson 'classical'nonparametricstat-
isticssuch as rankingmethods.Biometrika's earlyinvolvement withpermutationtesting
has linksto its contemporary workon bootstrapmethods.Emphases on different types
of nonparametric statisticshave evolved over time,however.A rapidlyincreasingpro-
portionofthejournal'spages is devotedto papersthatincludesome use ofnonparametric
ideas or methods.
Somekeywords:Bandwidth;Bayesianmethods;Bootstrap;Categoricaldata; Classification;
Curveestimation;
Density estimation;Discrimination;Empirical likelihood;Jackknife;Kernel methods;Local polynomial
methods;Maximumpenalisedlikelihood;Nonparametriclikelihood;Nonparametricregression; Permutation
test;Rank test;Resampling;Smoothing;Survivalanalysis;Waveletmethods.

1. INTRODUCTION
It is perhapsimpossibleto formulatea formaldefinition of what constitutes'nonpara-
not least because thetermencompassessuch a wide varietyofmethods.
metricstatistics',
Mathematically, thedefinition ofnonparametric methodsas thosewherecharacterisation
oftheallowableclass ofmodelsrequiresan infinite numberofparametersis attractiveon
some grounds.It highlights the inappropriatenessof the term'nonparametric'; nonpara-
metricmodelsare notthosethatinvolveno parameter, butratherthosewherethenumber
ofparametersis extremely large.Such a definition
failsto distinguish between'nonpara-
metric'and 'semiparametric' methods,however.Furthermore, it does not helpin any way
among membersof the verydisparateclass of nonparametric
to differentiate techniques,
whichrangefrom rank and permutation teststo wavelet methods for curve estimation,
and fromthe bootstrapto conceptsof'nonparametriclikelihood'thatare at least halfa
centuryold.
In thelast quarter-century thisextraordinary has beenfostered
diversity by thedevelop-
mentofpowerful, high-speedcomputingtechnology, whichnowherein statisticshas been
feltmoreprofoundly thanin nonparametric methods.The developmenthas allowedsome
older nonparametrictechniques,formerly studiedlargelyfroma theoreticalviewpoint,
to be applied as practical,adaptivetools; and it has spawneda particularly wide range
of new statisticalmethodsin curveestimation,sample reuse techniques,nonparametric
conceptsoflikelihood,and otherareas.

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144 PETER HALL

From the 1930s to the present,Biometrikahas promotedinnovationin rank-based,


permutationand distribution-free methods.Today it is havingthe same impactin non-
parametriccurve estimationand resamplingmethods.It publishesnot just the latest
methodologydevelopments,for example wavelet methods for curve estimation,but
also the adaptations of those developmentsto new areas of science and technology,
particularly to medicaland biologicalfields.
Nevertheless,Biometrikaretainsits earlierinterestsin 'classical' nonparametrics, for
exampleby continuingto publishwork on rank and permutationtests.Its interestsin
'contemporary' nonparametrics reallybeganin the1960sand theearly1970s,at thezenith
ofits contributions to classicalnonparametric methods.Thus, an analysisofBiometrika's
changingassociationwithnonparametric statisticsduringits firstcenturyrevealsmorea
changeofemphasisin theprofessionthanit does a changeof direction.
The changeofemphasisis accelerating. Whileit is possibleto identify
modernnonpara-
metricideas evenin Biometrika's firstvolume,theyremainedlargelyundevelopedforwell
over halfa century.Since the 1970s theirrole in thejournal has growngreatly,both in
quantityand practicalrelevance.Soon, nonparametric techniqueswillbe an aspectofthe
methodologyin themajorityof papers thatBiometrika publishes.
This is not to say thatparametricmethodswillnot be a part of the majority,too; the
two sides of the divideare alreadyclearlyjoined in manyof the papers thatBiometrika
publishes.For example,thejournal reportson applicationsof thejackknifeto variance
estimationin essentiallyparametricproblems,and on smoothingmethodsforadjoining
additionalinformation to a parametricmodel.The explanatorypowerofparametricinfer-
ence, and the statisticalpower of its methodology,are too valuable for the scope of
applicationsof parametricmethodsto diminish.
However,nonparametricstatisticalmethodsare showingincreasingly that theyhave
muchto offerthatis complementary, and thatthereare manynew applicationsthatare
virtuallyin theirdomainalone. The futurewillundoubtedlysee parametricand nonpara-
metrictechniquesworkingin tandem,as aspectsofa singlemethodologyforthequantifi-
cation of information.These developmentswill occur particularlyin the contextof
problemsthat involvedata typesthat have only recentlybecome a focusof significant
statisticalattention,forexamplelargeor complexdatasetsarisingthroughaggregationof
large databases or by onlinemachinerecording.Methodologieswill be highlyadaptive,
and willofteninvolveestimators definedimplicitly as globalextremaofempiricalmeasures
of performance, with special attentionbeing needed to avoid concentratingon local
extrema.
Those of us who have participatedin the developmentof so-called 'contemporary'
nonparametric methods,overthemostrecentquarter-century ofBiometrika's feel
history,
fortunateto have contributedto a period of enormouschangein statisticalscience,the
like of whichstatisticshas not witnessedsince Biometrika's The
second quarter-century.
foundationsof the greaterpart of modernnonparametricstatistics,and of parametric
statistics,werelaid down in theserespectiveeras.
Sections2, 3 and 4 of thispaper will deal withrank-basedmethods,curveestimation
and resamplingmethods,respectively. Section 5 will address developmentsthat do not
fall
conveniently under these headings.

2. RANK-BASED METHODS
Papers in Biometrikaplayeda major role in theearlydevelopmentofrankand permu-
tationtests,and includedmanyofM. G. Kendall's contributions.For example,Kendall's

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Biometrika
Centenary:
Nonparametrics 145
(1938) introduction z, whichnow bears his name,appeared
of thecorrelationcoefficient,
there.That paper also derivedthe standarderrorofz, and showedthatthe coefficient is
asymptoticallynormallydistributed. Two subsequentpapers (Kendall, 1945, 1947) sug-
gestedmethodsfordealing withties. Kendall (1942) introducedthe methodof partial
rank correlation,and Kendall (1949) studiedthe effectsof nonnormalityon both z and
Spearman'sp; and Kendall & BabingtonSmith(1940) proposed the methodof paired
comparisons.
Interestingly,Kendall (1949) investigatedthe effectsof nonnormality using bivariate
Gramn-Charlier expansions.These are essentiallythe same as Edgeworthexpansions,
except for the way in which termsare grouped.As we shall show in ? 4, Edgeworth
expansionmethodsremainan importanttool forelucidatingthe mannerin whichnon-
parametricmethods cope with nonnormality.Kendall concluded that z is relatively
insensitiveto departurefromnormality, comparedwithp.
Bioinetrikaalso publishedHoffding's(1947) analysisof the distributionof Kendall's
rankcorrelationcoefficient whenthe variatesare not independent, Moran's (1948) deri-
vation of the mean and varianceof Spearman'srank correlationcoefficient in samples
froma bivariatenormaldistribution, and the tabulationby David et al. (1951) of the
exactdistribution and othercharacteristicsof Spearman'scoefficient.
Chambers(1946), fromthe PsychologyLaboratoryin Cambridge,reviewedcontri-
butionsto nonparametric statisticswiththepurposeofindicating'some ofthedifficulties
involvedand perhapsto intereststatisticians in thisfieldofendeavour'.He describedthe
typesofrank-testing problemthatare encounteredwithpsychologicaldata, and stressed
the vital practicalnature of that work,'particularlyat the presenttime [in post-war
Britain]whenwe are facedwithrehabilitationand reorganisationof labour on a large
scale'.A contemporary analoguemightbe an information scientistattempting to motivate
statisticians
to developmethodsforanalysingextremely largeand complexdatasets.
The early 'simulationstudy'by Fieller et al. (1957), Fieller & Pearson (1961) and
Pearson& Snow (1962), on normality and otherpropertiesofrankcorrelationcoefficients,
in
was published Biometrika. This projectwas based on 25 000 sets of correlatednormal
randomvariables,3000 ofwhichhad earlierbeenpublishedin tabularform.Computations
wouldhave beencarriedout on mechanicalcalculators.A statistician familiarwithtoday's
practiceofcomputer-intensive statisticalmethodscannothelpbutadmiretheperseverance
and singularity ofpurposethatmade such a studypossible.
Similarlinesof researchcontinueto be well represented in Biometrika, forexamplein
papers of Mielke et al. (1981) on rankingmethodsfor analysingmultiresponse, and
Buckley& Eagleson (1986) on thelargestof manyrankcorrelationcoefficients.
Developmentof 'nonparametrictests' in a wide range of settingswas a significant
activityduringthe 1940s and 1950s.Contributors in NorthAmericaincludedLehmann,
Mann, Whitneyand Wilcoxon.Contributions publishedin Biometrika included:Kamat's
(1956) introduction ofa new testfortheequalityoftwo distributions, againstthealterna-
tiveofequal locationsbut different spreads;Sukhatme's(1958) two-sampletestforcom-
paringvariances,and discussion(Sukhatme,1960) of the power of competingtestsfor
equalityofdistributions; and Wheeler& Watson's(1964) distribution-free two-sampletest
forcirculardata. Significancetestsand relatedprocedures,based on permutationsand
ranks,have continuedto be representedamong Biometrikapapers; they include,for
example,workofPeto (1972) on ranktestsagainstLehmann-type Shirahata
alternatives,
(1981) on rank testsforindependence,Lombard (1987) on rank testsforchangepoint
problems,Mehta et al. (1988) on significance testswithrandomisationrules,Wei et al.

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146 PETER HALL

(1990) on rank-test-basedmethodsfor makinginferenceabout a subset of regression


coefficients,
and Pikounis& Rao (1997) on ranktestsfornonresponsewithcensoreddata.
Thereis an extensiveBioinetrika
literature
on log-ranktests,includingcontributions
from
Crowley(1974), Tarone (1975), Tarone & Ware (1977), Brown (1984), Lin (1992) and
Goetghebeur& Ryan (1990). These and relatedtopicsare dealt within greaterdetailby
Oakes (2001).

3. NONPARAMETRIC METHODS FOR CURVE ESTIMATION


341.Densityestimation and relatedtopics
From its firstyear of publicationBiometrikareportedwork on adaptivemethodsfor
fittingdensityestimatesto data. These earlytechniquesincludethosebased on Pearson's
(1920a, b) and Johnson's(1949) familiesof curves.As Scott(1992, p. 44) noted,whilethe
techniquesare explicitlyparametric,froma philosophicalviewpointsuch an adaptive
approachis the basis fora substantialpart of nonparametric statistics.
These contributionsnotwithstanding, contemporarysmoothingmethodsfor density
estimationare oftendated fromtime-series-inspired kerneltechniques,developedduring
the 1950sand 1960sby Rosenblatt,Parzen and others.Silverman(1986, pp. 32-3) briefly
surveyed densityestimation in theseearlyyears.Giventherudimentary levelsofcomputing
power that were available up to the 1970s,relativeto that whichwe enjoy today,it is
hardlysurprising thatmuchofthemotivationforresearchin thoseearlyyearswas theor-
eticalor technical,ratherthanexplicitly methodological.Perhapsas a result,littleof the
workon smoothingfordensityestimationbeforethe 1970s was publishedin Biometrika.
A notableexceptionwas theapplicationofnonparametric methodsto survivalanalysis.
A kernelapproach to hazard-rateestimationwas introducedin a Biometrikapaper by
Watson& Leadbetter(1964). The ratioestimatorthattheysuggestedis conceptuallythe
simplestofits type.Since thattime,Biometrika has publisheda wide varietyof nonpara-
metriccontributionsto survivalanalysis.Nonparametricapproaches to estimatingthe
baselinehazardratein Cox's (1972) proportionalhazardsparametricmodelforma major
example;contributions to thisproblem,publishedin Biometrika, includeworkofFahrmeir
(1994), using a dynamicor state-spaceapproach, and Wells (1994), employingkernel
smoothing.
Among otherexamplesof work in Biometrikaon survivalanalysisare the following:
Schoenfeld(1981) on nonparametrictestsfor survivaldistributions; Robins & Tsiatis
(1992) on semiparametric models forthose distributions; Uzunogullari& Wang (1992)
on hazard-rateestimatorsfortruncatedand censoreddata; Vissier(1996), Wang & Wells
(1997) and Lin & Ying (1993) on estimatinga bivariatesurvivalfunction;Fahrmeir&
Klinger(1998) on nonparametric analysisofa multi-statehazardprocess;Huang & Louis
(1998) on nonparametric estimationof thejoint distribution of survivaland markvari-
ables; and Nielsen(1999) on super-efficientnonparametric estimationofone-dimensional
hazards. For a detailed account of Biometrika'scontributionto survivalanalysis,see
Oakes (2001).
The maximumpenalisedlikelihoodapproach to densityestimationwas introducedin
a Biometrika paper by Good & Gaskins(1971). Althoughit is not immediately clearfrom
Good & Gaskins' definition, such estimatorsare generallyof weightedkerneltype,with
thesmoothingparameterexpressibleas a functionoftheroughnesspenalty.In particular,
k-nearest-neighbour estimatorsmay be viewed as maximumpenalised likelihoodesti-
mators.Close connectionsalso existto splineestimators, a linkagethatwas to be exploited

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Biometrika
Centenary:
Nonparametrics 147
in the reversedirectionby Silverman(1984) in an Annalsof Statisticspaper developing
an equivalentvariable kernelapproach to spline estimation.Thus, Good & Gaskins'
(1971) conceptofpenalisedkernelestimatorsplays a keyrole in nonparametric methods
fordensityestimation, providinga centralidea throughwhichkerneland splinetechniques
are connected.
Anotherearlycontribution in Biometrika was Brunk's(1978) proposal fororthogonal
seriesestimatorsof univariatedensitiesderivedfromand motivatedby kernelestimators
thatare optimalin a senseintroducedby Whittle.Brunk'smethodhas Bayesianconnec-
tions,in that a preliminary fitto the data via a parametricdensityplays the role of a
prior.Brunkassumedthattheratioofthetruedensityto thepriorhas a seriesexpansion
in termsoffunctionsorthogonalwithrespectto theprior.
Methods fordata-drivenbandwidthselectionin densityestimationhad been studied
mathematically sinceat leastthe1960s,butnot untilthemid-to-late 1970swerecomputers
capable ofundertaking such tasksbecomingconveniently available to manystatisticians.
In an early contributionto bandwidthselection,Silverman(1978) suggesteda novel
graphicalmethodthatminimisessupremum, or Lo., distance.Takinga verydifferent view
of a similarproblem,Scott (1979) suggestedestimatingthe bin widthof a histogram
estimatorusingan early'substitution' or 'plug-in'method.
Scott's(1979) approachwas based on a formula, whichhe derived,forasymptotic mean
for
squarederror histogramestimators, and was the first
plug-inrule for histograms. Scott
also proposeda methodbased on reference to an 'equivalent'normaldensity,again one
ofthefirstuses ofthisapproach.Furthermore, he elaboratedon histechniqueby consider-
ing nonnormalreference distributions,one of the fewoccasions on whichthishad been
done.
Plug-inmethodsforbandwidthselectionhave gone on to enjoysignificant popularity,
not least because theycan be resistantagainstsamplingvariabilityrelativeto some other
approaches.This resistanceis reflected in the factthatplug-inrulesexistthatare root-n
consistentfor the optimal bandwidth.That is, one can constructa plug-inempirical
bandwidthselectorwhich,whendividedby the optimalbandwidth,convergesto 1 at a
rateequal to thesquare root oftheinverseofsamplesize,as thelatterincreases.The first
techniqueofthistypefordensityestimationwas publishedin Biometrika (Hall et al., 1991).
Crossvalidationwas also a popularearlytechniqueforselectingthesmoothingparam-
eter.Initiallyit was somethingof an enigma,being proposed firstin a 'likelihood'or
Kullback-Leiblerformon the basis of its good performance in numericalstudiesof dis-
criminationproblems(Habbema et al., 1974). Ironically,its 'squared error'or L2 form
was to come later,in a Biometrika paper by Bowman(1984) consideredfroma viewpoint
thattreatedlikelihoodand squared-error formsin a unifiedway. Rudemo (1982), in the
ScandinavianJournalof Statistics,addressedthe squared-error formin its own right.A
detailedtheoretical justificationof crossvalidationfordensityestimationwas to prove a
relativelytechnicalmatter,beyondtheusual compass ofBiometrika, althoughsome early
workon thatsubject(Hall, 1982) appearedthere.
Bowman(1984) showedthatbothlikelihoodand squared-error crossvalidation maybe
derivedfromthe more generalcrossvalidationframeworkdeveloped in Biometrikaby
Stone(1974a, 1977); see also Stone(1974b),in theJournaloftheRoyal StatisticalSociety,
and Burman(1989). This contextwas particularly not leastbecause it provided
satisfying,
a linkbetweeninfinite-dimensional problemsofnonparametric curveestimationand finite-
dimensionalproblemsin moreconventionalareas.Nevertheless, importantgeneralisations
to otherloss functionshave not materialised, and likelihoodand squared-error formsof

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148 PETER HALL

crossvalidationremainthe only viable methodologicalapproaches.The squared-error


formin particularhas endured,forexamplebecause of the almostuniversalrangeof its
potentialapplications,at least to independentdata. This is not to say, however,thatit
alwaysbeststhe performance of competingmethods.
Many propertiesof a varietyof smoothing-parameter selectors,for example their
discretisation errorand the tendencyof such methodsto choose too small a bandwidth,
have been exploredin Bioinetrika;see, forexample,Chiu (1990, 1991). Approachesto
bandwidthchoice based on Akaike's informationcriterion,bootstrap methods and
Rissanen'snotionof stochasticcomplexityweresuggestedin Biometrika by Taylor(1987,
1989) and Hall & Hannan (1988), respectively. Chiu (1992) proposed Fouriermethods,
and Hall, Marron & Titterington(1995) studied location-adaptivesmoothingrules.
Bowman et al. (1998) discussedcrossvalidationmethodsforselectingbandwidthwhen
estimatinga distribution function.
Papersin Biometrika have contributed in a majorwayto thedevelopmentofsmoothing
methodsforcategoricalor discretedata. An earlycontribution was the seminalpaper by
Aitchison& Aitken(1976) on kernelmethodsfor multivariatebinarydiscrimination.
Aitchison& Aitkentreatedthe case of unordered,purelybinarydata, whereeach data
vectorconsistedsolelyofzerosand ones.Theirkernelmethodgave geometrically decreas-
ing weightsto categoriesthatweresuccessivelyfurther apart;distancebetweentwo cat-
egories,or equivalentlybetweentwo binary vectors,was definedas the number of
componentsof the vectorsthat differed. Titterington (1977) developed versionsof the
methodin the case of missingdata, and forunivariateand multivariate settings.
A particularly novel aspectof Aitchison& Aitken's(1976) contributions was theiruse
of a likelihoodformof crossvalidationforchoosingthe smoothingparameter.Bowman
(1980) provedconsistency, in the settingof standardasymptotics, of thisapproach.Hall
(1981) notedthatit was susceptibleto thepresenceofsmallcell counts,and proposedan
alternativemethodbased on squared-error loss. Bowman et al. (1984) adopted a general
viewpointin thisclass ofmethods,treatingbothgeneralloss functions and generaldiscrete
distributions. Tutz (1986) suggestedan alternativeapproach to choosingthe smoothing
parameter,based on maximisationof a leave-one-outestimatorof the nonerrorrate.
Whenthecategoriesare ordered,theschemeofkernelweightsshouldreflect thisfeature.
Aitchison& Aitken(1976) addressedthisproblemin the case of v= 3 multinomialcells,
and subsequentauthorsdeveloped more generalor alternativeapproaches. Examples
publishedin Biometrikainclude:work of Wang & van Ryzin(1981), who developeda
weighting methodforarbitrary v; Hall & Wand (1988), who consideredweighting schemes
fromtheviewpointofdiscrimination; and Faddy & Jones(1998), who suggestedmethods
forsmoothingdata froma Markov chain.
Much ofthisworkwas motivatedbyproblemsofdiscrimination or classification.Other
work in that area includesresearchof Cooley & MacEachern (1998), who introduced
new nonparametric methodsforclassification usingmultivariate data in thecontinuum.
Techniquesforbias reductionin densityestimationin the continuum,withoutrisking
negativity of the estimator,are a relativelyrecenttopic forresearch.Contributionspub-
lished in Biometrikainclude: those of Hall (1990), who explored variable bandwidth
methods;Samiuddin& El-Sayyad(1990), who also addressedthistopic and in addition
introducedtheidea of'inadmissibility' forkernelsused in densityestimation;Joneset al.
(1995), who proposeda multiplicative, two-stagebias correction; and Choi & Hall (1999),
who suggestedtechniquesbased on translatingdata values. Pawitan & Gangopadhyay
(1991) suggestedbias reductionmethodsforspectraldensityestimation. Joneset al. (1998)

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Biometrika
Centenary:
Nonparametrics 149
introducedthe'edgefrequency polygon',which,as theyshowed,has less asymptotic mean
squared errorthanthe standardfrequency polygon.
Excessivebias at the ends of the supportof a densitycan be a seriousproblemfor
kerneldensityestimators.Methods forovercomingthisdifficulty have been considered
by Singh (1979), who proposed a range of boundarykernels,and Muiller(1991), who
treatedthe boundarykernelproblemas a variationalone and introducedmethodsfor
adjustingbandwidthnear boundaries.
A varietyofBayesianapproachesto densityestimationhave beendiscussedin thepages
of Biometrika. They includethe histogrammethodintroducedby Leonard (1973), based
on a multivariate normalprioron thelogarithmsofcell probabilities, normalisedso that
the sum of the probabilitiesalways equal 1. Thorburn(1986) suggestedan alternative
approach,foundedon thepriorassumptionthatthelog-density is a samplefunctionfrom
a Gaussian process but constrainedso that the densityintegratesto 1. The posterior
distribution is thenalso a Gaussian process,withthe same covariancefunction.
Usingrelatedmethods,Lenk (1991) developed,amongotherrefinements, a hierarchical
Bayesformulation forthesmoothingstepin densityestimation, forwhichhe used splines.
One difficulty in placing a Bayesian interpretation
on standardfrequentist smoothing
methodsis thattheyusuallyhave no exactmodel-basedinterpretation, sincetheyviolate
conditionsthatdefinecoherentjoint distributions. This problemwas investigated by West
(1991). Kuk (1993) showedhow to incorporateauxiliaryinformation into a kernelesti-
matorof a finitepopulationdistribution function.Newton& Zhang (1999) introduceda
recursivemethodfortreatinggeneralproblemsof Bayesianinference whenthe sampling
populationis viewednonparametrically.
Scott & Wand (1991) dispelledsome of the traditionalconcernsregardingnonpara-
metricdensityestimationin highdimensions.They suggestedthat the 'curse of dimen-
sionality'was as muchtheresultoflack offullrankin theestimationproblemas ofdata
sparseness.They showed that,as a consequenceof the relativelysmall fractionalpower
of sample size that is involvedin definingoptimal bandwidths,those quantitiesvary
relativelylittlewith dimension.In the contextof dimensionreductionand projection
pursuit,Sun (1991) derivedan approximationto the significance level associated with
Friedman'sprojectionpursuitindex.

3 2. Nonparametric and relatedtopics


regression
Adaptivesmoothingmethodsin regressiondate back at least to 19th-century workon
local polynomialfitting, much of it connectedto actuarialscience;see, forexample,dis-
cussionsby Stigler(1978) and Cleveland& Loader (1996). Biometrika was involvedearly
in the 1900s, for example throughmethodologyintroducedby Spencer (1904), who
employeda movingaveragetechniqueto 'graduate'data on sicknessrates.His formulae
werelimitedin termsofthegradationofsmoothingthattheyallowed,but theirrelevance
to development ofsmoothingmethodscannotbe denied.In particular,Spencer'smethods
reproducepolynomialsof givendegree,and are a precursor,by about two decades, of
splinemethodsthatalso have thatproperty.
Biometrikahas been almostas prominentin thedevelopmentofmethodologyfornon-
parametricregression Its presencehas beenfeltparticularly
as it has fordensityestimation.
in thecontextofmethodsforbandwidthselection.For example,Shibata(1981) proposed
a modifiedformof crossvalidationfornonparametric allowingone to avoid
regression,
underestimation ofpredictive error.Hardle & Marron(1985) made a theoretical compari-

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150 PETER HALL

son of bandwidthselectorsbased on crossvalidation,Akaike's information criterionor


finitepredictionerror.Ansley& Kohn (1987) developeda generalisedformofcrossvalid-
ationforsplinesmoothingwithstate-spacemodels.Mulleret al. (1987) suggesteda gener-
alisedformofcrossvalidation forcomputingempiricalbandwidthselectorsin theproblem
ofestimating derivativesof a regressionfunction.This led themto proposea methodfor
constructing confidenceintervalsforthatfunction.
Many ofBiometrika's contributions to bandwidthselectionhave been in thecontextof
dependentdata. For example,Walden & White(1990) discussedchoice ofbandwidthfor
smoothingin a time series.Herrmannet al. (1992) addressedbandwidthselectionin
nonparametric regressionwithtimeserieserrors,and Burmanet al. (1994) proposed a
modification of crossvalidationforthe same setting.Ray & Tsay (1997) suggestedband-
widthchoice methodsfor long-rangedependentdata. Hoover et al. (1998) employed
crossvalidationin theirnonparametric approach to time-varying coefficientmodels.
In nonparametricregression,estimationof residualvarianceis generallyrequiredin
orderto definebandwidthestimatesbased on plug-inrules,or to constructconfidence
regionsor hypothesistestsabout the regressionmean. However,the inherently finite-
dimensionalnatureof varianceestimationproblemsmeans thattheyhave tendedto be
neglectedin the curve estimationliterature.Importantexceptionsto this rule include
severalpapers,publishedin Biometrika, thatforma major part of contributions to the
area; see, forexample,Gasser et al. (1986), Buckley et al. &
(1988), Buckley Eagleson
(1989), Hall & Marron (1990), Hall et al. (1990), Chan (1991) and Seifertet al. (1993).
In addition,Muller & Stadtmuller(1988) suggestedmethodsforestimating, and testing
hypothesesabout, errorcovariancein nonparamnetric regressionfromdependentdata.
Thompsonet al. (1991) proposedvarianceestimationmethodsforuse in connectionwith
regularisation.Fan & Yao (1998) developedmethodsforestimating conditionalvariance.
Gasser & Engle (1990) discussedoptimalitywith respectto mean squared errorof
variouschoicesof weightsin kernelnonparametric regression.This workwas to assume
particularimportancein thedebate about performance of such methodsrelativeto local
linearsmoothing.The debate continuestoday,if under'performance' we includemerits
such as resistanceto data sparsity.For example,Hall & Turlach(1997) suggestedinterp-
olationas a meansofreducingvariability ofconvolution-based methodsfornonparametric
regression. Mammen& Marron(1997) studieda class ofkernelregressionsmoothersthat
performs similarlyto local linearmethodsin asymptoticterms,but whichis less seriously
affectedby gaps in theset ofdesignpoints.Hall et al. (1998) discussedmethodsbased on
designtransformation and binningforovercomingdata sparsityproblems.Choi & Hall
(1998) suggesteda way of reducingbias in local linearregression.
Biometrikawas of course interestedin a wide range of methodsfor nonparametric
regression, notjust kernelones. Eubank & Speckman(1990) introduceda techniquefor
nonparamnetric regressionbased on locallyfitting both trigonometric functionsand poly-
nomials,the latterprincipallyto overcomeboundarybias problems.Kohn et al. (1992)
suggestedspline estimatorsfor nonparametricregressionwith time series errors,and
Ansleyet al. (1993) showedhow to incorporatepriorinformation into splineestimators.
Koenkeret al. (1994) developeda splineapproach to estimationof quantilefunctions.
Biometrikarespondedquicklyto interestin waveletmethods,notablyby publishing
Donoho & Johnstone's(1994) work on the near-optimalperformanceof thresholded
wavelet curve estimators.Percival (1995) suggestedways of analysing the wavelet
decompositionof the varianceof a timeseries.Bruce & Gao (1996) discusseda rangeof
propertiesof estimatesproducedby the WaveShrinkalgorithm.Antoniadiset al. (1997)

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Nonparainetrics 151
developedwavelet-basedmodel selectionmethods.Abramovich& Silverman(1998) sug-
gestedwaveletmethodsforsolvingstatisticalinverseproblems.Clyde et al. (1998) used
Bayesian argumentsto motivatemethodsformultipleshrinkageestimationin wavelets.
Droge (1998) borrowedmethodologyfromrecentwavelettechniques,and showedthatit
leads to particularly effectiveorthogonalseriesmethodsforregression.Hurvich& Tsai
(1998) proposeda crossvalidationmethod,togetherwithAkaike'sinformation criterion,
forchoosingthe thresholdof a waveletestimator.
In manystatisticalproblems,smoothingis only a precursorto a rangeof othertech-
niques,forexamplehypothesistesting.Biometrika has playeda majorrolein thedevelop-
mentof smoothingmethodsfromthisviewpoint,too; examplesincludeworkof Azzalini
(1984), Azzalini et al. (1989), Munson & Jernigan(1989), Buckley(1991), Firthet al.
(1991), Lin (1991), Eubank & Hart (1993), Hjellvik& Tj0stheim(1995), Hurvich& Tsai
(1995) and Venkatraman& Begg (1996). A relatedproblemis that of identification of
componentsin nonparametric additiveregression,treatedbyHardle & Korostelev(1996).
The simpledeviceof kernelsmoothing,includinglocal linearmethods,has provenso
usefulthattodayit findsapplicationto almosteveryarea of statisticalanalysis,ranging:
fromincorporationof disease progressioninformation in survivalanalysis(Gray, 1994)
to reductionofdiscretisation bias in aggregatedlifetimes(Mullleret al., 1997); frommeth-
odologyspecifically fornonlineardynamicalsystems(Fan et al., 1996) to techniquesfor
estimatingchangepoints(Miller & Wang, 1990); and fromsystemidentification using
cross-sectionaldata (Abramson& Muller,1994) to regression withbinaryresponses(Chu
& Cheng,1995). Mulleret al. (1996) have suggestedBayesianapproachesto curvefitting
in nonparametric regression.

4. RESAMPLING METHODS
4 1. Thejackknife
The jackknife,introducedby Quenouille(1949) in the Journalof theRoyal Statistical
Society,was an earlysamplereusemethod,inspiringa substantialliteraturein Biometrika.
In thatfirstpaper,about reducingthebias ofan estimatorofserialcorrelation,Quenouille
suggesteddividingthe sample into two half-samples. In a subsequentBiometrikapaper
(Quenouille,1956) he proposedthemethodthatwe knowtodayas thejackknife, so named
by Tukey. Quenouille (1956) listedfour'desirableproperties'of an estimator,the last
beingthatit be unbiased.He thenwenton to show thateach successiveapplicationof
his methodreducesthe order of asymptoticbias by a factorof n-', wheren denotes
sample size, and to prove that asymptoticvarianceis not affected.He exploredsmall-
sample propertiesof his methodin a primitive'simulationstudy',workingthroughthe
calculationsand theirimplicationsfor a single sample drawn froma normal N(2, 1)
population when n= 10.
A significant
portionof earlyresearchon thejackknifeand its properties, forexample
Tukey's(1958) discoverythatvariancecould be estimatedusingthejackknife,was pub-
lishedin NorthAmerica.To thepresentday,however,Biometrika contributes substantially
to the developmentof variantsof the method,as well as to applicationsto a verywide
range of problemsin statistics.In particular,Durbin (1959) was the firstto apply
'Quenouille'smethod',as he termedit,to ratioestimation.
Rao (1965) and Rao & Webster(1966) also used 'Quenouille'smethod'forratio esti-
mation,showingthat the optimal samplingfractionis 1. Hutchison(1971) compared
'Quenouille'smethod'forratioestimationwithfiveotherprocedures,includingthenaive

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152 PETER HALL

one. He foundin favourof two of the competitors, but notedthat'Quenouille'smethod'


was not far behind:'it generallyhas largervariance but reducesbias effectively when
n > 2'. In a computer-intensive age wherewe considerthejackknifeto be one of simplest
of all resamplingprocedures,it is of interestto note Hutchison's(1971) remarkthatthe
jackknife'is morecomplicatedto compute'thanits two main rivals.
Duncan & Layard (1973) applied thejackknife,usingthatname,to estimationof the
varianceof Fisher'sZ transformation of the correlationcoefficient, again usinga simu-
lation studyto compareits performance withthatof competitors. They foundin favour
ofthejackknife.Jones(1974) suggestedmethodsforapplyingthejackknifeto finitesamples
fromstratified populations.Miller's(1974) reviewofjackknifemethods,also publishedin
Biometrika, was of greatcontemporary value and is stillcitedtoday.
Gray et al. (1975) pointedout that the infinitesimaljackknife,introducedby Jaeckel,
can be viewedas a limitingcase of the generalisedjackknife.Sharot(1976) suggesteda
numberof variantsof the jackknifewhich 'sharpen'it, as he put it. Thorburn(1976)
discussedasymptoticproperties,particularlythe asymptoticvariance,of the jackknife
statistic.Hinkley(1977) studiedjackknifeconfidencelimits,and Hinkley(1978) suggested
further methodsforimprovingthejackknife;see also Knott & Frangos(1983). Frangos
(1980) proposed a minimumvariancecriterionforchoosinga memberof Sharot'sclass
ofmethods.Schucany& Sheather(1989) gave conditionsforconsistencyofthejackknife
estimatorof variance.
Methods forstratified samples,based on replication,resamplingor thejackknife,are
used particularly forthe purpose of varianceestimation.They have some of theirroots
in researchon experimental design,forexamplein Plackett& Burman's(1946) classic
Biometrikapaper on optimalmultifactorial experiments. They are also relatedto work
of Mahalanobis in the 1940s on assessing variabilityin field trials,and Hartigan's
contributions, discussedin ? 42, to subsampling.
Much variance estimationwork in stratifiedsamplingmay be fairlycategorisedas
'nonparametric', forexamplein termsofdistributional assumptions.The levelofstructure
thatis assumedis hardlymorerestrictive thantheconditionof'independent and identically
distributed' data thatis imposedin othercontextsas a prerequisite forstandardnonpara-
metricmethods.Work in the area that appeared in Biometrikaincludes,for example,
papers by Gupta & Nigam (1987) on methods for variance estimationinvolving
orthogonalarrays,Wu (1991) on balanced half-samplemethodsformixed orthogonal
arrays,Rao & Shao (1992) on jackknifevariance estimationfromsurveydata, Sitter
(1993) on extensionsof Wu's ideas to orthogonalmulti-arrays and Rao & Sitter(1995)
on linearisationsofjackknifevarianceestimators.
More generally,a greatdeal of contemporary work on the jackknifelies in an area
betweenparametricand nonparametric analysis.In particular,thejackknifeis a utilitarian
nonparametric tool forderivingvarianceestimateseven in parametricsettings.It is used
in thiscontextby Peddada & Patwardhan(1992), who proposedestimatesofthecovari-
ance matrixof estimatorsof regressioncoefficients in linear models. Frangos & Stone
(1984) suggestedboth jackknifeand bootstrapcrossvalidationmethodsforestimating
proportionality constantsin formulaeformeans. Stute & Wang (1994) used jackknife
methodsto estimatea Kaplan-Meier integral.

42. The bootstrap


Forsythe& Hartigan's(1970) work on subsamnpling methods,and relatedresearchof
e.g.Brethetal. ( 1978) and Maritz( 1979),are amongtheprecursors
Maritzand co-workers,

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Centenary:
Biometrika Nonpcarcametrics 153
to bootstraptechniquespublishedin Biometrika. Maritz(1979) showedhow to use sub-
samplingtechniquesto constructrobustconfidence intervalsforlocation.The connections
betweenMaritz'sworkand thecontributions ofotherauthorson bootstrapmethodsover
thenexttwo decades are quite clear today.Interestingly, Maritz(1979) drewstronglinks
to Fisher's(1966) accountofpermutationtestingin a pairedcomparisonexperiment. To
this should be added work on randomisationtests,such as the methodsintroducedin
Biomnetrika by Pitman(1937), whichare also intrinsically nonparametric. Workof Blom
(1976), on thevarianceofincompleteU-statistics, is a precursor to contemporary research
on bootstrapsubsampling.
Efron'sextremely importantand influential introductionto bootstrapmethods,pub-
lishedin theAnnalsofStatisticsin 1979,vaultedstatisticalscienceforwardfromthesimple
but powerfulideas of scientistssuch as Mahalanobis, Quenouille,Tukey,Hartiganand
Maritz. Critically,Efron(1979) recognisedthe enormousadvantagesof exploitingthe
increasingavailabilityofcomputingpower;and he viewedresamplingfroma verygeneral
perspective, ratherthansimplyas a tool fordescribingvariability or constructing a confi-
dence region.He focusedinitiallyon the relationshipof generalresamplingmethodsto
thejackknife,and on theirusefulnessforquantifying a rangeof different interpretations
of 'error'.An earlydevelopmentof theseideas was his unifying treatmentof bootstrap,
jackknife,infinitesimal influence
jackknife, function and deltamethodsforestimating stan-
dard error,publishedin Biomnetrika (Efron,1981a). Efron's(1982) monographon the
bootstrap,thejackknifeand relatedresamplingtechniquesshouldalso be mentionedhere.
Methodsbased on Edgeworthexpansionhave provedto be powerfultools forcompar-
ing the performance of differentbootstrapmethods.It should be stressed,however,that
Edgeworth-expansion-based methodsare todayused in statisticslargelyto exploretheor-
eticalproblemsof less explicitlyanalyticalapproaches,ratherthan as directcompetitors
of the bootstrap.In the 1930s and 1940s therewas greaterinterestin expansionsfor
the specificpurpose of studyingeffectsthat departuresof the samplingdistribution
fromnormalityhave on thedistribution of a givenstatistic, and forexplicitcorrectionof
those errors. In thiscontext,Gayen's (1949) Biometrikapaper addressedthe effectof a
nonnormalsamplingdistribution on the distribution of the studentisedmean.
Beran's(1987) workon prepivoting to reducelevelerrorofconfidencesetswas a major
contribution to thedebateabout therelativeperformance ofthewidevarietyofbootstrap
methodsdiscussedduringthe1980s.Beranargued,and showedconvincingly, in a theoreti-
cal analysisbased on Edgeworthexpansion,thatpivotinghas potentiallya greatdeal to
offerin termsof coverageaccuracyof confidenceregions.
Ducharmeet al. (1985) suggestedbootstrapmethodsforconstructing confidencecones
fordirectionaldata. This problemis ofparticularinterestsince,unlikemoreconventional
cases, pivotalnesson the spherecannot be achieved simplyby rescaling.In particular,
studentising a statisticdefinedon the sphereremovesthatquantityfromthe sphere.The
work of Ducharmeet al. (1985) was the firstof severalcontributions to the solutionof
thisproblem.
In manyproblemsthe simplestway ofpivotingis usuallyto studentise, but even when
a convenientstandarddeviationestimateis available the techniquedoes not necessarily
producethehighlevelofpracticalperformance predictedby asymptotictheoreticalargu-
ments.The difficulty derivespartlyfromtherelatively highvariability oftypicalestimators
of variability,and fromthe factthat those estimatorsare used in the denominatorsof
ratios when constructing studentisedbootstrapstatistics.Tibshirani(1988) proposed a
novel alternativeapproach,based on a square-roottransformation whichin effectstan-

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154 PETER HALL

dardisesforscale. The transformation involvessmoothing,and usuallyextrapolating, a


pointcloud calculatedfrompairs of bootstrappedstatisticsand corresponding standard
errorestimates.
Davison et al. (1986) suggestedthe balanced bootstrap,or balanced bootstrapresam-
pling,knownas Latin hypercuberesamplingin othercontexts.It reducesvariabilityof
thebootstrapMonte Carlo stepbyresamplingin sucha way thateach data value appears
the same numberof timesin the union of the resamples.In this way it is guaranteed
thatthegrandmean ofthebootstrapresamplesis identicalto thesamplemean.This fact
impliesthattheMonte Carlo formofanylinearapproximationto thestatisticis identical
to its sample form;thatis one way of explainingthe improvedefficiency offeredby the
balanced bootstrap.
Hinkley& Shi (1989) proposedusingimportancesamplingto reducethecomputational
labour ofthedouble bootstrap.Do & Hall (1991) introducedan empiricalformofimpor-
tancesampling,usingnumericalmethodsto replaceanalyticalstepsin moreconventional
approachesto the method.Hall (1989a) demonstrated first-order equivalenceof several
differentapproaches to efficient
bootstrap simulation, and Hall (1989b) suggested
bootstrapMonte Carlo methodsbased on antitheticsampling.
Davison & Hinkley(1988) and Feuerverger (1989) introducedsaddlepointmethodsfor
calculationofbootstrapquantities,and used examplesto demonstrate theirperformance.
Daniels & Young (1991) applied Davison & Hinkley'smethodsto the case of the stud-
entisedmean. DiCiccio et al. (1992) employedsimilartechniquesto constructdouble
bootstrapconfidence intervalsthatare particularly
competitive in termsofcoverageaccu-
racy and computationalspeed. Young & Daniels (1990) used themto correctforbias
whenestimating thesamplingdistribution ofa pivot.Jinget al. (1994) compareddifferent
saddlepointapproximationsto the exact distributionof a studentisedmean and to its
bootstrapapproximation.
Saddlepointmethodshaveofcoursea muchwiderrangeofapplicationin nonparametric
contemporarystatistics,and many of them have been brought to prominenceby
Biometrika; forillustrationwe mentiontheworkofWang (1993) on saddlepointmethods
in finite-populationproblems.
The iteratedbootstrap,or double bootstrap,can be a particularly usefulway of over-
comingshortcomings of conventionalbootstrapmethods.At the expenseonly of com-
putationallabour, ratherthan analyticalcalculation,it reliablycorrectsfor coverage
inaccuraciesof standardpercentilebootstrapmethods,withoutintroducingotherdiffi-
cultiessuchas excessivestochasticvariation.Papers publishedin Biometrika on thistopic
includethose of Hall & Martin(1988), who discussedtheoreticalfeaturesof the double
bootstrapand some ofits generalisations, and Booth & Hall (1994), who showedhow to
apportionthe total simulationload betweenthe firstand second stages of the double
bootstrap.
A major developmentof bootstrapmethodssince the mid-1980shas been theirappli-
cation to dependentdata. Biomnetrikahas participatedin thiswork,forexamplethrough
researchof Hall, Horowitz& Jing(1995) on choice of block size forthe block bootstrap.
Swanepoel & van Wyk(1986) introducedbootstrapmethodsforconstructing nonpara-
metricconfidencebands and intervalsforthe spectraldensityof an autoregression.
Developmentsofsmoothingtechniquesforthebootstrapincludeearlycontributions of
&
Silverman Young (1987) and Young (1988), who showedthatsmoothingcan produce
theoreticalimprovements in performance. Banks (1988) suggesteda histosplinemethod
for smnoothing the Bayesian bootstrap,with a numberof advantages over competing

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Biometrika
Centenary:
Nonparametrics 155
Bayesian proposals.In the same Bayesian spirit,Boos & Monohan (1986) proposed a
methodforincorporating priorinformation into the bootstrap.Hu & Zidek (1995) sug-
gesteda variantof the bootstrapin whichresamplingis froma set of summandsin an
estimating function,ratherthanfromthesample.Parzenet al. (1994) introduceda pivotal
methodbased on estimating functions.
Contemporarybootstrapmethodshave much in common with other Monte Carlo
approachesto inference, includingMonte Carlo testing.Examplesin Biometrika include
the work of Besag & Clifford(1989, 1991), who discussed sequential estimation of
significancelevelsand the use of Markov chain Monte Carlo methods.
Hinkley& Schechtman(1987) introducedtechniquesforbootstrapstratification. Parr
(1983) comparedjackknife,bootstrapand delta methodestimatorsof bias and variance,
and Hinkley& Wei (1984) comparedbootstrapand jackknifeapproachesto studentising
whenconstructing confidenceintervals.Zhang et al. (1991) developedbootstraptestsfor
patternsin a covariancematrix,Davison & Hall (1992) discussedthe performance of
bootstrapmethodsforestimatingerrorratesin discriminant analysis,Ferretti& Romo
(1996) introducedbootstraptestsforunitrootsin first-order regressionmodels,Newton
(1996) establishedlarge-deviation resultsthatvalidatebothparametricand nonparametric
bootstrapmethodsin a rangeofphylogenetic problems,and Chuang & Lai (1998) intro-
duced resamplingmethodsforconstructing confidenceintervalsfortreatment effectsin
sequentialclinicaltrials.Applicationsofbootstrapmethodsto parametric problemsshould
also be noted,forexamplein theworkof Efron(1985).

4.3. Nonparametricforms oflikelihood


Hall (1987) describeda methodforconstructing likelihood-basedconfidenceregions,
usinga nonparametric densityestimatorto contoura pointcloud ofresampled,studentised
statisticvalues. In the followingyear,Owen (1988) discussedthe techniqueof empirical
likelihood,whichenjoysrelativelyexplicitconnectionsto parametricconceptsof likeli-
hood. Its influencehas been substantial,althoughnot necessarilyin waysthatone might
have initiallyexpected.As Owen was to show subsequently,empiricallikelihoodhas
particularvirtueswhen used to constructmultivariateconfidenceregions:in effect,it
producesa templatefortheshape oftheregion,and does not simplydescribetheregion's
scale. Whilethiscan be veryuseful,subsequentworkerswereto arguethattheshape was
not,to second order,thatof a likelihood-basedregion.
Anotherusefulaspectofempiricallikelihoodis its'implicitpivoting'feature:theasymp-
toticdistribution oftheempiricallikelihoodratiostatisticdoes not dependon unknowns.
Thus,empiricallikelihoodcan be particularly attractivein settingswheretransformation
to a pivotal statisticis difficult.
These include cases wherethe experimenter wishesto
constructa confidenceregionfor a ratio of two quantities,for example a correlation
coefficient.In otherproblems,however,the 'implicitpivoting'propertyis less important,
and, sinceit is achievedonly at the expenseof greatercomputationalburden,empirical
likelihoodmay not thenbe quite so attractive.It is unclearfromtheoreticalanalysisor
numericalsimulationthat the 'implicitpivoting'featureoffersparticularadvantages,in
termsof coverageor level accuracy,over moreconventionalpivoting;it appears not to,
in general.
Empiricallikelihoodis an inherently morerefinedtool thanthebootstrap,and so does
not so readilyextendto such a large class of problems.Nevertheless, in additionto its
importanceto the class of problemsfor which it was introduced,it has considerable

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156 PETER HALL

didacticsignificance as a linkbetweencontemporary nonparametric methods,such as the


bootstrap,and parametrictechniques.
For example,the empiricallikelihoodratio statisticis maximnised by the bootstrap
estimator,whichis therefore the 'maximumempiricallikelihood'estimator.This obser-
vationpre-datesOwen's introduction oftheterm'empiricallikelihood',and maybe found
in Efron(1981a). Also, Owen's formofempiricallikelihoodis Bartlettcorrectable.These
issues,among others,have recentlybeen exploredin Biometrika by Baggerly(1998) and
Corcoran(1998). Lazar & Mykland(1998) evaluatedtheperformance ofempiricallikeli-
hood and 'dual likelihood',a methodintroducedby Mykland,relativeto ordinarypara-
metriclikelihood.In morerecentwork(Lazar & Mykland,1999) theyinvestigated similar
issues in the contextof nuisanceparameters,arguingthatempiricallikelihoodmay not
be Bartlettcorrectablein thatsetting.
Anothermajor contribution made by Owen's (1988) paper was to motivateinterestin
a rangeof nonparametric versionsof likelihood.In factEfron(1981b), in the Canadian
JournalofStatistics, had previouslynoteda verygeneralclass ofmethodsofwhichempiri-
cal likelihoodwas one. Alternativeapproachesincludethe bootstrappartiallikelihood
methodsuggestedin Biometrika byDavison et al. (1992), derivedthroughnestedbootstrap
calculations and kernel smoothing. Another competitor of empirical likelihood
is the likelihoodfunctionthat can be computedimplicitly froma bootstrapconfidence
interval.This approach was proposed by Efron(1993), who discussedits relationship
to profilelikelihood and other methods.Lee & Young (1999) explored versionsof
nonparametric likelihoodderivedfromStein'snotionof a least favourablefamily.
So-called'nonparametric maximumlikelihood'methods,forexamplethatsuggestedby
Grenanderin the 1950s forestimatinga densitysubjectto qualitativeconstraints, are
related.Recentexamplespublishedin Biometrika includeworkof: Lagakos et al. (1988)
on nonparametricanalysisof survivaldata; Dykstra & Feltz (1989) on estimationof
survivalfunctions;Gentleman& Geyer(1994) and B6hninget al. (1996) on analysisof
interval-censored data; and McClean & Devine (1995) on inferenceabout a lifetime
distribution fromincompleterenewaldata.
Nonparametricmaximumlikelihoodmethodsare relatedto Bayesian techniquesfor
nonparametric analysisin bioassay,forexamplethroughworkofKuo (1988), Gelfand&
Kuo (1991) and Ramgopal et al. (1993). Other work on bioassay,forexample that of
Miller(1973) and Miller& Halpern (1982), is relevantas well.Vardi (1989) derivedthe
nonparametricmaximumlikelihoodestimatorfor a lifetimedistributionin a renewal
context,and consideredgeneralisations and applications.Jones(1991) suggesteda density
estimationmethodbased on smoothinga nonparametric maximumlikelihoodestimator.
DiCiccio & Romano (1989) introducedmodifications to empiricallikelihoodbased on
adjustmentsto thesignedroot ofthestatistic.As wellas beingofinterestin its own right,
this approach, which mimickedmethodologythat is commonlyused in a parametric
setting,demonstratedanotheraspect of the close relationshipbetweenparametricand
nonparametricnotions of likelihood.DiCiccio et al. (1991) compared parametricand
empiricallikelihoodmethods.Chen & Quin (1993) suggestwaysofincorporating auxiliary
information into the calculationof empiricallikelihood,and provideda Bahadur-type
representation forempiricallikelihoodquantiles.Monti & Ronchetti(1993) compared
empiricallikelihoodand empiricalsaddlepointapproximations. Chen (1996) showedhow
to use empiricallikelihoodmethodsto constructconfidenceintervalsin the settingof a
densityestimation.Monti (1997) developeda versionofempiricallikelihoodappropriate
fortimeseries.

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Centenary:
Nonparametrics 157
The ideas behindempiricallikelihoodare closelyrelatedto those that motivatethe
Kaplan-Meier estimatorand manyrelatedprocedures.They have been activelyinvesti-
gated in Biometrika,forexample throughwork of Flehingeret al. (1998) on survival
analysisin the contextof competingrisks.

5. OTHER CONTRIBUTIONS TO NONPARAMETRIC METHODS


Biometrika has playedan activerolein thedevelopmentofsmoothingmethodsin spatial
or sphericaldata setttings.In particular,Diggle (1975, 1977) suggestednonparametric
methodsforestimatingthe density,or intensity, of pointsdistributedin the plane, with
particularemphasison the need forrobustnessagainst departureof the point process
fromPoisson.Diggle et al. (1987) introduceda nonparametric estimatoroftheinteraction
functionforpairwise-interaction point processes.Fisher & Lee (1981, 1982) suggested
nonparametric methodsforinference fromdirectionaldata. Kernel methodsfordensity
estimationwith sphericaldata were studied by Hall et al. (1987). Spline fittingon a
d-dimensional sphere,subjectto constraints,
was discussedbyMardia et al. (1996). Van Es
& Hoogendoorn(1990) suggestedkernelmethodsfordensityestimationin stereological
problems.Ducharme& Milasevic(1987) introducedthe 'normalisedspatial median'.
Nonparametricmethods,particularly thoseinvolvingsmoothing,have becomeubiqui-
tous in imageanalysisand recoveryof spatial signals.Biometrika has been involvedhere
too, forexamplethroughtheworkof Buckley(1994) on thin-platesmoothingsplinesfor
imagedata. Buckley(1991) showedthatcusummethodshave optimality propertiesin the
contextof signaldetection.
Biometrikahas not publisheda great deal of work in the area of robust statistical
inference,perhapsreflecting researchemphasesin Britain.Exceptionsare work of Kent
(1982), who studiedrobustnesspropertiesof likelihoodratio teststatisticsin essentially
nonparametric and Field & Hampel (1982), who developedsaddlepointapproxi-
settings,
mationsto distributions of M-estimatorsof location.Reid (1981) suggestedmethodsfor
constructing confidenceintervalsforthe median survivaltime;the techniquesthereare
relatedto boththebootstrapand empiricallikelihood,thelatterconnectionbeingthrough
the argumentused to definethe Kaplan-Meier estimator.
Azzalini(1981) discussedkernelestimationof the distribution functionand quantiles,
and Skaug & Tj0stheim(1993) suggesteda nonparametrictest of serial independence
based on theempiricaldistribution Small& Murdoch(1993) discussednonpara-
function.
metricsolutionsto generalisedformsof the Neyman-Scottproblem.Ansley& Kohn
(1982) derivedthe Kalman filterfixed-interval smoothingalgorithmfromgeometrical
considerations.
A greatmanynonparametric statisticalmethods,manyof themsomewhatad hoc, are
based on minimising squared errorsin some sense.For example,manyof the techniques
noted in ? 2 may be derivedin thisway. Among othermethodswe mentionhere only
those based on the empirical characteristicfunction,such as the contributionof
Heathcote(1977).

ACKNOWLEDGEMENT

HelpfulcommentsbyLynneBillard,JohnMaindonald,Michael Martinand Alan Welsh


are gratefully
acknowledged.

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158 PETER HALL

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