搜索结果: 61-75 共查到“管理学 Estimators”相关记录124条 . 查询时间(0.053 秒)
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。
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...