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Bayesian projection approaches to variable selection and exploring model uncertainty
Bayesian variable selection Kullback-Leibler projection lasso non-negative garotte preconditioning
2010/3/17
A Bayesian approach to variable selection which is based on the expected Kullback-
Leibler divergence between the full model and its projection onto a submodel has
recently been suggested in the lit...
Multidimensional trimming based on projection depth
Projection depth depth regions directional radius multivariatetrimmed means influence function breakdown point
2010/4/26
As estimators of location parameters, univariate trimmed means
are well known for their robustness and efficiency. They can serve
as robust alternatives to the sample mean while possessing high effi...