搜索结果: 61-75 共查到“统计学 M-estimators”相关记录115条 . 查询时间(0.188 秒)
Admissible estimators of variance components in normal mixed models
Admissible estimators variance components normal mixed models
2009/9/23
A sulficient condition for an invariant quadratic
estimator of a linear function of the vector of variance components to
be admissible under the mean square &or among all translation
invariant esti...
Equivalent conditions for the consistency of nonparametric spline density estimators
Equivalent conditions the consistency of nonparametric spline density estimators
2009/9/23
We study the nonparametric spline density estimators of
probability density. The equivalence of weak convergence for L,-consistency
of one density and completely for L,-consistency of all
densities...
Minimum L(1)-penalized distance estimators of a density and its derivatives
Minimum L(1)-penalized distance estimators a density derivatives
2009/9/23
Minimum L(1)-penalized distance estimators of a density and its derivatives。
Ordering and comparing estimators by means of Gini separation index
Ordering and comparing estimators means of Gini separation index
2009/9/23
The suggested ordering of estimators uses the separation
measure between the population with true and estimated values of
parameter. It allows us ta choose one estimator as better in the cases
wher...
Affine- and scale-equivariant M-estimators in linear model
Affine- and scale-equivariant M-estimators linear model
2009/9/22
M-estimators of regression parameter vector in linear
model, studentized by a suitable afine-invariant and scale-equivariant
scale statistic, become a n e - and scale-equivariant. We study some
asy...
Invariant HPD credible sets and MAP estimators
Bayesian statistics HPD MAP Jereys measure nuisance parameters reference prior
2009/9/22
MAP estimators and HPD credible sets are often criticized in the
literature because of paradoxical behaviour due to a lack of invariance under
reparametrization. In this paper, we propose a new vers...
Weighted least-squares estimators of tail indices
Weighted least-squares estimators tail indices
2009/9/22
We propose a class of weighted least-squares estimators
for the tail index of a regularly varying upper tail of a distribution.
Universal asymptotic normality of the estimators is established over
...
ASYMPTOTIC DISTRIBUTION OF UNBIASED LINEAR ESTIMATORS IN THE PRESENCE OF HEAVY-TAILED STOCHASTIC REGRESSORS AND RESIDUALS
Asymptotic distribution rate of convergence stochastic regressor stable non-Gaussian
2009/9/18
Under the symmetric a-stable distributional assumption
for the disturbances, Blattberg and Sargent [3] consider unbiased linear
estimators for a regression model with non-stochastic regressors.
We ...
Proper Priors Yielding Linear Bayes Estimators for the Natural Parameter of an Exponential Family
Linear Bayes Estimators Natural Parameter an Exponential Family
2009/9/18
Proper Priors Yielding Linear Bayes Estimators for the Natural Parameter of an Exponential Family。
Jackknifing a General Class of Estimators。
Kernel Estimators for Semi-Markov Processes。
Asymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models
Asymptotic Efficiency Null Intercept Measurement Error Regression Models
2009/9/17
Asymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models。
A Class of Shrinkage Estimators for Variance of a Normal Population
Shrinkage Estimators Variance a Normal Population
2009/9/17
A Class of Shrinkage Estimators for Variance of a Normal Population。
Bias Corrected Maximum Likelihood Estimators in Nonlinear Overdispersed Models
Maximum Likelihood Estimators Nonlinear Overdispersed Models
2009/9/17
Bias Corrected Maximum Likelihood Estimators in Nonlinear Overdispersed Models。
Smoothing ℓ₁-penalized estimators for high-dimensional time-course data
Lasso Local least squares Multivariate regression Variable selection Weighted likelihood
2009/9/16
When a series of (related) linear models has to be estimated it is often appropriate to combine the different data-sets to construct more efficient estimators. We use ℓ₁-penalized estimato...