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Unbiased risk estimation and scoring rules
scoring rules Unbiased risk estimation generalized twice Gaussian shift model
2011/6/17
Stein unbiased risk estimation is generalized twice, from the Gaussian shift model
to nonparametric families of smooth densities, and from the quadratic risk to more
general divergence type distance...
Estimation of latent variable models for ordinal data via fully exponential Laplace approximation
GLLVM Bartholomew response pattern parameters latent variable models Laplace
2011/6/17
Latent variable models represent a useful tool in the social sciences where the analyzed
constructs cannot be directly observed and, hence, they are not measurable. However, a set
of indicators rela...
Pointwise Adaptive M-estimation in Nonparametric Regression
adaptation Huber function Lepski's method M-estimation minimax estimation nonparametric regression robust estimation pointwise estimation
2011/6/17
This paper deals with the nonparametric estimation in heteroscedastic
regression Yi = f(Xi) + i; i = 1; : : : ; n, with incomplete information,
i.e. each real random variable i has a density gi wh...
Pivotal Estimation of Nonparametric Functions via Square-root Lasso
pLASSO Pivotal Estimation Square-root Lasso
2011/6/16
In a nonparametric linear regression model we study a variant of LASSO,
called pLASSO, which does not require the knowledge of the scaling parameter σ of the
noise or bounds for it. This work derive...
Estimation in autoregressive model with measurement error
autoregressive model markov chain weak dependent deconvolution semi-parametric nonlinear autoregressive model
2011/6/16
Consider an autoregressive model with measurement error: we observe
Zi = Xi+εi, where Xi is a stationary solution of the equation Xi = f0(Xi−1)+ξi. The
regression function f0 is known up to ...
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
Hermite polynomials of a Gaussian process long–memory parameter non–Gaussian Rosenblatt
2011/6/16
We consider stationary processes with long memory which are non–Gaussian and represented
as Hermite polynomials of a Gaussian process. We focus on the corresponding
wavelet coefficients and study th...
Estimation of rare events probabilities in computer experiments
computer experiments rare events Kriging importance sampling Bayesian estimates risk assessment with ghter aircraft
2011/6/16
We are interested in estimating probabilities of rare events in the context of com-
puter experiments. These rare events depend on the output of a physical model with
random input variables. Since t...
Conformal geometry of statistical manifold with application to sequential estimation
Affi ne connections Curved exponential family Hyperboloid dis-tribution Information geometry Projective transformation Riemannian metric Space of constant curvature Totally umbilic von Mises-Fisher distribution
2011/3/22
We present a geometrical method for analyzing sequential estimating procedures. It is based on the design principle of the second-order efficient sequential estimation provided in Okamoto, Amari and T...
Parameter estimation in a spatial unit root autoregressive model
Spatial autoregressive processes unit root models
2011/3/23
Spatial autoregressive model $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\gamma X_{k-1,\ell-1}+\epsilon_{k,\ell}$ is investigated in the unit root case, that is when the parameters are on the b...
Parameter estimation in a spatial unit root autoregressive model
Spatial autoregressive processes unit root models
2011/3/22
Spatial autoregressive model $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\gamma X_{k-1,\ell-1}+\epsilon_{k,\ell}$ is investigated in the unit root case, that is when the parameters are on the b...
Sparse Bayesian Methods for Low-Rank Matrix Estimation
Low-Rank Matrix Estimation Sparse Bayesian Methods
2011/3/24
Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesti...
Estimation of the relative risk following group sequential procedure based upon the weighted log-rank statistic
Weighted Logrank Statistic Group Sequential Interim Analysis Estimation
2011/3/24
In this paper we consider a group sequentially monitored trial on a survival endpoint, monitored using a weighted log-rank (WLR) statistic with deterministic weight function. We introduce a summary st...
Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
Bayesian consistency blocked Gibbs sampler discrete choice models mixed multinomial logit random probability measures stick-breaking priors
2011/3/24
This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models deriv...
Robust Estimation through Schoenberg transformations
Correspondence Analysis Euclidean distances Huber func-tion Huygens principles M-estimators Schoenberg transformations Tukey bisquare
2011/3/24
Schoenberg transformations, mapping Euclidean configurations into Euclidean configurations, define in turn a transformed inertia, whose minimization produces robust location estimates. The procedure o...
Conformal geometry of statistical manifold with application to sequential estimation
Affi ne connections Curved exponential family Hyperboloid dis-tribution Information geometry Projective transformation Riemannian metric Space of constant curvature Totally umbilic von Mises-Fisher distribution
2011/3/23
We present a geometrical method for analyzing sequential estimating procedures. It is based on the design principle of the second-order efficient sequential estimation provided in Okamoto, Amari and T...