搜索结果: 31-45 共查到“统计学 M-estimators”相关记录115条 . 查询时间(0.283 秒)
Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods
random matrix related statistical shrinkage estimators
2011/6/16
Shrinkage estimators of covariance are an important tool in modern applied and theoretical statistics.
They play a key role in regularized estimation problems, such as ridge regression (aka Tykhonov
...
Rates of convergence for nearest neighbor estimators with the smoother regression function
Regression Nonparametric estimation Nearest neighbor Rate of conver-gence
2011/3/25
In regression analysis one wants to estimate the regression function from a data. In this paper we consider the rate of convergence for the nearest neighbor estimator in case that the regression funct...
Asymptotic properties of maximum likelihood estimators in models with multiple change points
change-point fraction common parameter consistency convergence rate Kullback–Leibler distance within-segment parameter
2011/3/24
Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of t...
Shrinkage estimators for out-of-sample prediction in high-dimensional linear models
high-dimensional linear model out-of-sample estimators
2011/3/21
We study the unconditional out-of-sample prediction error (predictive risk) associated with two classes of smooth shrinkage estimators for the linear model: James-Stein type shrinkage estimators and r...
Shrinkage estimators for out-of-sample prediction in high-dimensional linear models
Shrinkage estimators for out-of-sample high-dimensional linear models
2011/3/23
We study the unconditional out-of-sample prediction error (predictive risk) associated with two classes of smooth shrinkage estimators for the linear model: James-Stein type shrinkage estimators and r...
Concentration Inequalities and Confidence Bands for Needlet Density Estimators on Compact Homogeneous Manifolds
Concentration Inequalities Confidence Bands Density Estimators
2011/3/21
Let $X_1,...,X_n$ be a random sample from some unknown probability density $f$ defined on a compact homogeneous manifold $\mathbf M$ of dimension $d \ge 1$. Consider a 'needlet frame' $\{\phi_{j \eta}...
Smooth plug-in inverse estimators in the current status continuous mark model
asymptotic distribution bivariate kernel estimation continuous mark variable consistency current status data plug-in estimation
2011/3/21
We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable when the event time is subject to interval censoring case 1 and the continuous ma...
New estimators of the Pickands dependence function and a test for extreme-value dependence
Pickands dependence function a test for extreme-value dependence
2011/3/18
We propose a new class of estimators for Pickands dependence function which is based on the concept of minimum distance estimation. An explicit integral representation of the function A^*(t), which mi...
A general purpose variance reduction technique for Markov chain Monte Carlo estimators based on the zero-variance principle introduced in the physics literature by Assaraf and Caffarel (1999, 2003), i...
The Importance of Scale for Spatial-Confounding Bias and Precision of Spatial Regression Estimators
Epidemiology, identifiability, mixed model,penalized likelihood random effects spatial correlation splines
2010/11/9
Residuals in regression models are often spatially correlated.Prominent examples include studies in environmental epidemiology to understand the chronic health effects of pollutants.
A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers
unified framework high-dimensional analysis $M$-estimators decomposable regularizers
2010/10/19
High-dimensional statistical inference deals with models in which the the number of parameters $p$ is comparable to or larger than the sample size $n$. Since it is usually impossible to obtain consist...
Asymptotic distribution of conical-hull estimators of directional edges
Asymptotic distribution conical-hull estimators directional edges
2010/10/14
Nonparametric data envelopment analysis (DEA) estimators have been widely applied in analysis of productive efficiency. Typically they are defined in terms of convex-hulls of the observed combinations...
A universal procedure for aggregating estimators
universal procedure aggregating estimators
2010/4/28
Typically aggregation procedures involve splitting the sample into two
sub-samples: the candidate estimators are constructed on the basis of the
first sub-sample, while the second subsample is used ...
Maxiset in sup-norm for kernel estimators。
A General Family of Estimators for Estimating Population Mean Using Known Value of Some Population Parameter(s)
Auxiliary information general family of estimators bias mean-squared error population parameter(s)
2010/4/26
A general family of estimators for estimating the population mean of the variable
under study, which make use of known value of certain population parameter(s), is proposed.
Under Simple Random Samp...