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Efficient estimators：the use of neural networks to construct pseudo panels
pseudo-panels Kohonen map measurement error AIDS model
2010/4/26
Pseudo panels constituted with repeated cross-sections are good substitutes to true panel data. But individuals grouped in a cohort are not the same for successive periods, and it results in a measure...
Kernel methods and minimum contrast estimators for empirical deconvolution
bandwidth inverse problems kernel estimators local linearmethods local polynomial methods minimum contrast methods
2010/3/11
We survey classical kernel methods for providing nonparametric solutions
to problems involving measurement error. In particular we outline
kernel-basedmethodology in this setting, and discuss its ba...
Product-limit estimators of the gap time distribution of a renewal process under different sampling patterns
Kaplan-Meier estimator Cox-Vardi estimator Laslett's line segment problem nonparametric maximum likelihood Markov process
2010/3/11
Nonparametric estimation of the gap time distribution in a simple re-
newal process may be considered a problem in survival analysis under
particular sampling frames corresponding to how the renewal...
Efficient Bayesian Learning in Social Networks with Gaussian Estimators
Efficient Bayesian Learning Social Networks Gaussian Estimators
2010/3/10
We propose a simple and efficient Bayesian model of iterative learning on social networks.
This model is efficient in two senses: the process both results in an optimal belief, and can
be carried ou...
On some Bayesian nonparametric estimators for species richness under two-parameter Poisson-Dirichlet priors
Bayesian nonparametric estimators species richness two-parameter Poisson-Dirichlet priors
2010/3/11
We present an alternative approach to the Bayesian nonparametric analysis of conditional
species richness under two-parameter Poisson Dirichlet priors. We rely on a known characteri-
zation by delet...
Minimax properties of beta kernel density estimators
Beta Kernel Density Minimax estimation
2010/3/9
In this paper, we are interested in the study of beta kernel estimators from
an asymptotic minimax point of view. It is well known that beta kernel estimators
are—on the contrary of classical kernel...
Improved estimators for dispersion models with dispersion covariates
Dispersion models Dispersion Covariates Nonlinear Models Bias Correction
2010/3/9
In this paper we discuss improved estimators for the regression and the dispersion
parameters in an extended class of dispersion models (Jørgensen, 1996). This
class extends the regular dispe...
Skewness of maximum likelihood estimators in dispersion models
dispersion models nonlinear models skewness maximum likelihood
2010/3/9
We introduce the dispersion models with a regression structure to extend the
generalized linear models, the exponential family nonlinear models (Cordeiro and
Paula, 1989) and the proper dispersion m...
Post-L1-Penalized Estimators in High-Dimensional Linear Regression Models
Post-L1-Penalized Estimators High-Dimensional Linear Regression Models
2010/3/9
In this paper we study the post-penalized estimator which applies ordinary,
unpenalized linear regression to the model selected by the first step penalized estimators,
typically the LASSO. It is wel...
The second order optimality of tests and estimators for minimum contrast functionals. I
The second order optimality of tests estimators for minimum contrast functionals
2009/9/24
The second order optimality of tests and estimators for minimum contrast functionals. I。
Invariantly optimal estimators of functions, with respect
to mean integrated squared etror as a risk, are considered.
Thcir Bayes properties are investigated and, for several examples,
explicit sol...
Large deviation approximations for maximum likelihood estimators
Large deviation approximations maximum likelihood estimators
2009/9/24
Large deviation approximations for maximum likelihood estimators。
Admissibility of limits of the unique locally best linear estimators with application to variance components models
Admissibility of limits the unique locally best linear estimators
2009/9/23
The paper gives a sufkient condition for the limit of
a sequence of the unique best linear estimators to be admissible. For
commutative variance components models a complete characterization
of hrn...
On improving unbiased estimators by multiplication with a matrix
unbiased estimators multiplication a matrix
2009/9/23
On improving unbiased estimators by multiplication with a matrix。
Consistency of M-estimators in a linear model, generated by nonmonotone and discontinuous psi-functions
Consistency of M-estimators a linear model discontinuous psi-functions
2009/9/23
Consistency of M-estimators in a linear model, generated by nonmonotone and discontinuous psi-functions。